+275.4%
ORCL vs VIAV
+315.1%
-39.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +10.4% | +23.7% | -13.3% | +4.5% |
| 30D | -11.2% | -21.2% | +9.9% | -6.4% |
| 3M | -16.8% | -24.5% | +7.8% | -12.0% |
| 6M | -31.5% | -39.1% | +7.6% | -25.3% |
| YTD | -33.9% | +82.6% | -116.5% | -48.1% |
| 1Y | -43.3% | +82.7% | -126.0% | -55.5% |
| 3Y | +16.5% | +315.1% | -298.6% | -31.2% |
| 5Y | +45.4% | +113.4% | -68.0% | +3.1% |
| All | +275.4% | +315.1% | -39.6% | +115.9% |
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