+65.8%
ORCL vs S
-48.9%
+114.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.0% | -4.9% | +1.7% |
| 7D | +0.5% | +1.6% | -1.1% | +0.2% |
| 30D | -15.3% | -10.5% | -4.8% | -13.6% |
| 3M | -18.2% | +9.9% | -28.1% | -20.1% |
| 6M | -38.4% | +41.8% | -80.2% | -42.8% |
| YTD | -37.7% | +56.8% | -94.5% | -43.3% |
| 1Y | -49.3% | +39.0% | -88.3% | -53.0% |
| 3Y | +10.6% | +53.8% | -43.2% | -0.6% |
| 5Y | +35.5% | -68.6% | +104.1% | +34.2% |
| All | +65.8% | -48.9% | +114.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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