+13.8%
ORCL vs V
+77.7%
-64.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +8.0% | +0.9% | +7.0% | +7.9% |
| 30D | -4.0% | +9.0% | -13.0% | -4.8% |
| 3M | -19.5% | +16.7% | -36.2% | -20.7% |
| 6M | -33.5% | +33.4% | -66.9% | -36.1% |
| YTD | -34.8% | +22.4% | -57.2% | -36.4% |
| 1Y | -41.6% | +27.7% | -69.3% | -43.6% |
| 3Y | +13.8% | +78.0% | -64.2% | +10.4% |
| All | +13.8% | +77.7% | -64.0% | +10.4% |
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