+922.4%
ORCL vs V
+2,773.8%
-1,851.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.5% |
| 7D | +5.3% | -1.7% | +7.0% | +6.1% |
| 30D | +10.0% | +2.0% | +8.0% | +8.9% |
| 3M | -32.6% | +17.4% | -49.9% | -37.6% |
| 6M | +4.9% | +17.5% | -12.6% | -3.4% |
| YTD | -17.8% | +7.6% | -25.3% | -21.5% |
| 1Y | -28.0% | +7.7% | -35.7% | -32.0% |
| 3Y | +36.0% | +54.7% | -18.6% | +7.6% |
| 5Y | +88.7% | +73.0% | +15.7% | +39.7% |
| 10Y | +346.9% | +390.9% | -44.0% | +104.9% |
| All | +922.4% | +2,773.8% | -1,851.5% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling