+246.0%
ORCL vs VIAV
+292.0%
-46.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | -6.5% | +3.2% | -9.7% | -7.4% |
| 30D | -16.6% | -31.8% | +15.2% | -9.0% |
| 3M | -21.6% | -16.6% | -5.0% | -19.1% |
| 6M | -39.4% | -39.4% | +0.1% | -33.9% |
| YTD | -38.7% | +74.0% | -112.7% | -51.3% |
| 1Y | -50.4% | +70.8% | -121.1% | -60.4% |
| 3Y | +8.1% | +295.5% | -287.4% | -35.4% |
| 5Y | +34.5% | +103.3% | -68.8% | -3.5% |
| 10Y | +246.0% | +300.1% | -54.1% | +99.8% |
| All | +246.0% | +292.0% | -46.0% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling