+917.1%
ORCL vs VIG
+630.3%
+286.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -11.2% | -1.8% | -9.4% | -9.3% |
| 30D | -18.8% | +2.7% | -21.5% | -21.2% |
| 3M | -18.8% | 0.0% | -18.7% | -18.7% |
| 6M | -39.7% | +6.8% | -46.5% | -43.8% |
| YTD | -39.6% | +12.1% | -51.7% | -46.6% |
| 1Y | -51.7% | +14.8% | -66.6% | -58.5% |
| 3Y | +10.2% | +62.4% | -52.2% | -34.0% |
| 5Y | +30.8% | +59.6% | -28.7% | -19.8% |
| 10Y | +252.1% | +261.5% | -9.4% | -13.6% |
| All | +917.1% | +630.3% | +286.7% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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