+1,285.8%
ORCL vs VIG
+623.5%
+662.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.6% |
| 7D | +5.3% | -0.4% | +5.7% | +5.8% |
| 30D | +10.0% | -1.0% | +10.9% | +11.3% |
| 3M | -32.6% | +2.8% | -35.3% | -34.5% |
| 6M | +4.9% | +8.2% | -3.3% | -3.7% |
| YTD | -17.8% | +11.0% | -28.8% | -26.5% |
| 1Y | -28.0% | +16.1% | -44.1% | -38.7% |
| 3Y | +36.0% | +56.2% | -20.1% | -14.9% |
| 5Y | +88.7% | +63.0% | +25.7% | +13.0% |
| 10Y | +346.9% | +241.4% | +105.5% | +16.8% |
| All | +1,285.8% | +623.5% | +662.3% | +68.8% |
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