+251.6%
ORCL vs V
+453.8%
-202.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | -15.3% | +9.5% | -24.8% | -19.0% |
| 3M | -18.2% | +16.7% | -34.9% | -24.3% |
| 6M | -38.4% | +32.9% | -71.4% | -46.9% |
| YTD | -37.7% | +21.1% | -58.8% | -44.1% |
| 1Y | -49.3% | +26.6% | -75.9% | -55.8% |
| 3Y | +10.6% | +78.4% | -67.7% | -21.4% |
| 5Y | +35.5% | +105.5% | -70.0% | -12.3% |
| 10Y | +251.6% | +444.2% | -192.7% | +32.1% |
| All | +251.6% | +453.8% | -202.2% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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