+328.9%
ORCL vs TTWO
+406.5%
-77.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | -5.4% | +0.4% | -5.7% | -5.5% |
| 30D | -2.0% | -11.3% | +9.4% | +1.1% |
| 3M | -18.1% | +1.6% | -19.7% | -18.8% |
| 6M | -7.2% | +2.1% | -9.3% | -7.9% |
| YTD | -22.2% | -15.8% | -6.3% | -19.1% |
| 1Y | -50.6% | -12.6% | -38.0% | -49.2% |
| 3Y | +22.9% | +48.2% | -25.3% | +10.7% |
| 5Y | +79.3% | +40.0% | +39.3% | +59.1% |
| All | +328.9% | +406.5% | -77.6% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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