+9.3%
ORCL vs V
+77.2%
-67.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.7% | -6.7% |
| 7D | -17.5% | +2.9% | -20.4% | -17.7% |
| 30D | -20.2% | +14.0% | -34.2% | -21.2% |
| 3M | -19.9% | +14.9% | -34.8% | -21.1% |
| 6M | -37.4% | +31.7% | -69.2% | -39.9% |
| YTD | -40.1% | +21.2% | -61.3% | -41.5% |
| 1Y | -53.4% | +25.3% | -78.6% | -54.8% |
| All | +9.3% | +77.2% | -67.8% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling