+346.9%
ORCL vs TECH
+187.0%
+159.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +0.1% | +5.1% | +5.2% |
| 30D | +10.0% | +0.7% | +9.3% | +9.8% |
| 3M | -32.6% | +36.3% | -68.9% | -37.9% |
| 6M | +4.9% | +25.6% | -20.6% | -2.5% |
| YTD | -17.8% | +23.7% | -41.4% | -23.7% |
| 1Y | -28.0% | +37.6% | -65.6% | -35.8% |
| 3Y | +36.0% | -6.6% | +42.6% | +31.3% |
| 5Y | +88.7% | -42.2% | +131.0% | +106.7% |
| All | +346.9% | +187.0% | +159.9% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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