+270.3%
ORCL vs T
+60.4%
+209.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +2.5% | +5.4% | +7.5% |
| 30D | -4.0% | -3.8% | -0.2% | -3.4% |
| 3M | -19.5% | -8.7% | -10.7% | -18.5% |
| 6M | -33.5% | -8.1% | -25.3% | -33.0% |
| YTD | -34.8% | -6.4% | -28.4% | -35.4% |
| 1Y | -41.6% | -9.8% | -31.9% | -41.6% |
| 3Y | +13.8% | +65.5% | -51.7% | -10.7% |
| 5Y | +43.4% | +57.0% | -13.6% | +11.2% |
| All | +270.3% | +60.4% | +209.9% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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