+91.4%
ORCL vs V
+71.8%
+19.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.4% |
| 7D | +5.3% | -1.7% | +7.0% | +5.9% |
| 30D | +10.0% | +2.0% | +8.0% | +9.2% |
| 3M | -32.6% | +17.4% | -49.9% | -36.7% |
| 6M | +4.9% | +17.5% | -12.6% | -1.9% |
| YTD | -17.8% | +7.6% | -25.3% | -20.5% |
| 1Y | -28.0% | +7.7% | -35.7% | -30.9% |
| 3Y | +36.0% | +54.7% | -18.6% | +7.5% |
| All | +91.4% | +71.8% | +19.6% | +39.8% |
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