+251.6%
ORCL vs T
+56.1%
+195.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.0% |
| 7D | +0.5% | +1.7% | -1.2% | +0.2% |
| 30D | -15.3% | -1.7% | -13.6% | -15.2% |
| 3M | -18.2% | -7.3% | -10.9% | -17.7% |
| 6M | -38.4% | -11.2% | -27.2% | -37.6% |
| YTD | -37.7% | -8.1% | -29.7% | -38.1% |
| 1Y | -49.3% | -8.0% | -41.2% | -49.7% |
| 3Y | +10.6% | +62.1% | -51.5% | -12.8% |
| 5Y | +35.5% | +55.7% | -20.2% | +4.9% |
| 10Y | +251.6% | +54.1% | +197.5% | +175.4% |
| All | +251.6% | +56.1% | +195.5% | +175.4% |
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