+368.8%
ORCL vs VIAV
+407.5%
-38.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.8% |
| 7D | +10.9% | +13.6% | -2.7% | +7.5% |
| 30D | +7.0% | +5.3% | +1.7% | +5.1% |
| 3M | -21.2% | -15.6% | -5.6% | -19.6% |
| 6M | +7.4% | +34.0% | -26.6% | -5.1% |
| YTD | -16.3% | +119.9% | -136.1% | -36.7% |
| 1Y | -32.3% | +235.2% | -267.5% | -55.4% |
| 3Y | +32.6% | +299.8% | -267.2% | -19.4% |
| 5Y | +93.1% | +140.1% | -47.0% | +34.3% |
| 10Y | +368.8% | +420.3% | -51.5% | +152.8% |
| All | +368.8% | +407.5% | -38.7% | +152.8% |
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