+363.4%
ORCL vs RUN
+46.3%
+317.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +2.1% |
| 7D | +15.0% | +10.2% | +4.8% | +14.1% |
| 30D | +10.5% | -9.6% | +20.2% | +11.3% |
| 3M | -23.0% | -31.5% | +8.5% | -21.0% |
| 6M | +7.0% | -18.7% | +25.7% | +8.2% |
| YTD | -15.8% | -49.9% | +34.1% | -12.5% |
| 1Y | -31.1% | -45.5% | +14.4% | -29.0% |
| 3Y | +33.3% | -34.1% | +67.4% | +25.1% |
| 5Y | +94.3% | -79.4% | +173.8% | +91.0% |
| 10Y | +363.4% | +48.9% | +314.4% | +239.9% |
| All | +363.4% | +46.3% | +317.0% | +239.9% |
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