+368.8%
ORCL vs PSX
+377.2%
-8.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | +10.9% | +1.8% | +9.1% | +10.4% |
| 30D | +7.0% | +21.6% | -14.6% | +2.3% |
| 3M | -21.2% | +46.5% | -67.7% | -28.1% |
| 6M | +7.4% | +62.0% | -54.6% | -4.7% |
| YTD | -16.3% | +106.3% | -122.6% | -30.2% |
| 1Y | -32.3% | +103.0% | -135.3% | -43.6% |
| 3Y | +32.6% | +135.5% | -103.0% | +4.3% |
| 5Y | +93.1% | +368.5% | -275.4% | +23.1% |
| 10Y | +368.8% | +386.6% | -17.8% | +167.9% |
| All | +368.8% | +377.2% | -8.4% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling