+8.1%
ORCL vs VLTO
+72.9%
-64.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | +1.6% | -8.1% | -6.7% |
| 30D | -16.6% | +22.0% | -38.5% | -19.9% |
| 3M | -21.6% | +21.9% | -43.5% | -24.7% |
| 6M | -39.4% | +36.5% | -75.9% | -44.1% |
| YTD | -38.7% | +19.0% | -57.6% | -40.5% |
| 1Y | -50.4% | +21.0% | -71.3% | -52.3% |
| 3Y | +8.1% | +69.9% | -61.8% | +1.2% |
| All | +8.1% | +72.9% | -64.8% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling