+247.2%
ORCL vs VICR
+1,026.7%
-779.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -6.5% | -9.7% | +3.2% | -5.3% |
| 30D | -16.6% | -39.2% | +22.7% | -10.9% |
| 3M | -21.6% | -22.6% | +1.0% | -19.8% |
| 6M | -39.4% | -37.0% | -2.4% | -37.5% |
| YTD | -38.7% | +47.5% | -86.2% | -45.0% |
| 1Y | -50.4% | +75.0% | -125.4% | -56.6% |
| 3Y | +8.1% | +343.0% | -334.9% | -20.4% |
| 5Y | +34.5% | +3.9% | +30.6% | +13.3% |
| All | +247.2% | +1,026.7% | -779.5% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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