+246.0%
ORCL vs V
+444.9%
-198.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -6.5% | +0.6% | -7.1% | -6.8% |
| 30D | -16.6% | +9.7% | -26.3% | -20.3% |
| 3M | -21.6% | +17.3% | -38.9% | -27.6% |
| 6M | -39.4% | +33.2% | -72.6% | -47.7% |
| YTD | -38.7% | +21.3% | -60.0% | -45.0% |
| 1Y | -50.4% | +27.3% | -77.7% | -56.8% |
| 3Y | +8.1% | +76.1% | -68.0% | -22.6% |
| 5Y | +34.5% | +103.5% | -68.9% | -12.5% |
| 10Y | +246.0% | +454.5% | -208.4% | +28.3% |
| All | +246.0% | +444.9% | -198.9% | +28.3% |
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