+275.4%
ORCL vs T
+60.4%
+215.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +10.4% | +1.6% | +8.7% | +10.1% |
| 30D | -11.2% | -2.9% | -8.3% | -10.9% |
| 3M | -16.8% | -7.5% | -9.3% | -16.1% |
| 6M | -31.5% | -9.9% | -21.6% | -30.7% |
| YTD | -33.9% | -6.4% | -27.5% | -34.5% |
| 1Y | -43.3% | -9.4% | -33.9% | -43.3% |
| 3Y | +16.5% | +64.9% | -48.4% | -8.5% |
| 5Y | +45.4% | +57.0% | -11.6% | +12.7% |
| All | +275.4% | +60.4% | +215.1% | +186.7% |
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