+251.6%
ORCL vs RUN
+133.0%
+118.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.4% |
| 7D | +0.5% | +18.1% | -17.6% | -1.0% |
| 30D | -15.3% | +27.5% | -42.8% | -17.1% |
| 3M | -18.2% | -4.5% | -13.7% | -18.2% |
| 6M | -38.4% | -33.3% | -5.1% | -36.8% |
| YTD | -37.7% | -47.1% | +9.3% | -35.7% |
| 1Y | -49.3% | -43.1% | -6.1% | -48.0% |
| 3Y | +10.6% | -3.0% | +13.6% | +1.0% |
| 5Y | +35.5% | -82.6% | +118.1% | +34.8% |
| 10Y | +251.6% | +103.3% | +148.3% | +157.1% |
| All | +251.6% | +133.0% | +118.6% | +157.1% |
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