+277.8%
ORCL vs T
+61.4%
+216.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.4% | +8.5% |
| 7D | +3.8% | +2.0% | +1.8% | +3.4% |
| 30D | -6.6% | -1.0% | -5.5% | -6.5% |
| 3M | -11.4% | -8.1% | -3.3% | -10.5% |
| 6M | -33.3% | -8.3% | -25.0% | -32.8% |
| YTD | -33.3% | -6.1% | -27.1% | -33.9% |
| 1Y | -44.9% | -7.4% | -37.5% | -45.3% |
| 3Y | +17.6% | +65.4% | -47.8% | -7.6% |
| 5Y | +46.1% | +57.6% | -11.6% | +13.1% |
| 10Y | +277.8% | +61.4% | +216.4% | +189.8% |
| All | +277.8% | +61.4% | +216.4% | +189.8% |
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