+12.7%
ORCL vs VLTO
+54.8%
-42.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -11.2% | +5.4% | -16.5% | -11.9% |
| 30D | -18.8% | +22.3% | -41.1% | -22.0% |
| 3M | -18.8% | +19.6% | -38.4% | -21.6% |
| 6M | -39.7% | +35.2% | -74.9% | -44.1% |
| YTD | -39.6% | +17.9% | -57.5% | -41.3% |
| 1Y | -51.7% | +19.5% | -71.3% | -53.5% |
| 3Y | +10.2% | +73.9% | -63.7% | +1.8% |
| All | +12.7% | +54.8% | -42.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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