+270.3%
ORCL vs RUN
+68.6%
+201.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +8.0% | -13.5% | +21.5% | +9.2% |
| 30D | -4.0% | +18.3% | -22.3% | -5.6% |
| 3M | -19.5% | -12.5% | -7.0% | -18.9% |
| 6M | -33.5% | -40.3% | +6.9% | -31.2% |
| YTD | -34.8% | -53.1% | +18.3% | -32.1% |
| 1Y | -41.6% | -54.3% | +12.7% | -39.1% |
| 3Y | +13.8% | -6.5% | +20.3% | +4.1% |
| 5Y | +43.4% | -85.3% | +128.7% | +44.5% |
| All | +270.3% | +68.6% | +201.7% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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