+246.0%
ORCL vs TECH
+190.5%
+55.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | +0.2% | -6.7% | -6.6% |
| 30D | -16.6% | +0.5% | -17.1% | -16.7% |
| 3M | -21.6% | +1.1% | -22.7% | -21.8% |
| 6M | -39.4% | +51.0% | -90.4% | -45.6% |
| YTD | -38.7% | +24.4% | -63.0% | -43.1% |
| 1Y | -50.4% | +27.4% | -77.8% | -54.4% |
| 3Y | +8.1% | +28.5% | -20.4% | -5.3% |
| 5Y | +34.5% | -40.9% | +75.4% | +46.8% |
| 10Y | +246.0% | +192.5% | +53.5% | +94.1% |
| All | +246.0% | +190.5% | +55.5% | +94.1% |
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