+76.0%
ORCL vs S
-51.5%
+127.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | +0.2% |
| 7D | +10.4% | +4.1% | +6.3% | +9.5% |
| 30D | -11.2% | -7.2% | -4.1% | -10.0% |
| 3M | -16.8% | 0.0% | -16.7% | -17.2% |
| 6M | -31.5% | +41.6% | -73.1% | -36.3% |
| YTD | -33.9% | +48.6% | -82.5% | -39.3% |
| 1Y | -43.3% | +30.0% | -73.3% | -46.8% |
| 3Y | +16.5% | +42.2% | -25.7% | +6.0% |
| 5Y | +45.4% | -70.8% | +116.2% | +45.4% |
| All | +76.0% | -51.5% | +127.5% | +69.9% |
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