+30.6%
ORCL vs V
+101.0%
-70.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | +2.2% | -13.3% | -11.9% |
| 30D | -18.8% | +13.6% | -32.4% | -22.3% |
| 3M | -18.8% | +14.3% | -33.1% | -22.6% |
| 6M | -39.7% | +33.1% | -72.8% | -46.1% |
| YTD | -39.6% | +21.2% | -60.9% | -44.1% |
| 1Y | -51.7% | +26.4% | -78.2% | -56.3% |
| 3Y | +10.2% | +77.6% | -67.3% | -18.2% |
| All | +30.6% | +101.0% | -70.5% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling