+947.5%
ORCL vs SOXX
+2,570.1%
-1,622.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.4% |
| 7D | +15.0% | +5.6% | +9.4% | +11.5% |
| 30D | +10.5% | -2.7% | +13.3% | +12.2% |
| 3M | -23.0% | -7.5% | -15.5% | -21.3% |
| 6M | +7.0% | +63.5% | -56.5% | -22.3% |
| YTD | -15.8% | +75.7% | -91.5% | -41.7% |
| 1Y | -31.1% | +113.3% | -144.4% | -57.3% |
| 3Y | +33.3% | +227.4% | -194.1% | -37.4% |
| 5Y | +94.3% | +256.2% | -161.8% | -18.1% |
| 10Y | +363.4% | +1,512.5% | -1,149.1% | -31.0% |
| All | +947.5% | +2,570.1% | -1,622.6% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling