+275.4%
ORCL vs VMC
+126.5%
+149.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +10.4% | -1.7% | +12.1% | +10.9% |
| 30D | -11.2% | +15.3% | -26.5% | -15.1% |
| 3M | -16.8% | +0.3% | -17.1% | -17.1% |
| 6M | -31.5% | +0.9% | -32.4% | -32.2% |
| YTD | -33.9% | -1.0% | -32.9% | -34.6% |
| 1Y | -43.3% | -4.3% | -38.9% | -43.3% |
| 3Y | +16.5% | +35.3% | -18.9% | +4.9% |
| 5Y | +45.4% | +44.4% | +1.0% | +27.0% |
| All | +275.4% | +126.5% | +149.0% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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