+336.5%
ORCL vs SOXX
+1,550.6%
-1,214.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.6% | -4.1% |
| 7D | -0.7% | +3.0% | -3.7% | -2.0% |
| 30D | +5.1% | -3.1% | +8.3% | +6.8% |
| 3M | -23.7% | -4.4% | -19.3% | -23.4% |
| 6M | +3.1% | +52.9% | -49.8% | -18.3% |
| YTD | -20.8% | +72.0% | -92.8% | -41.1% |
| 1Y | -52.9% | +105.1% | -158.0% | -67.8% |
| 3Y | +25.4% | +220.6% | -195.2% | -31.4% |
| 5Y | +82.4% | +244.8% | -162.4% | -6.8% |
| All | +336.5% | +1,550.6% | -1,214.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 SOXX 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