+275.4%
ORCL vs V
+450.9%
-175.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.4% | +8.0% |
| 7D | +10.4% | -0.4% | +10.7% | +10.5% |
| 30D | -11.2% | +6.3% | -17.6% | -14.0% |
| 3M | -16.8% | +17.2% | -33.9% | -23.1% |
| 6M | -31.5% | +29.2% | -60.7% | -40.1% |
| YTD | -33.9% | +20.8% | -54.7% | -40.7% |
| 1Y | -43.3% | +25.0% | -68.3% | -50.2% |
| 3Y | +16.5% | +75.3% | -58.8% | -16.6% |
| 5Y | +45.4% | +105.8% | -60.5% | -6.2% |
| All | +275.4% | +450.9% | -175.5% | +31.9% |
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