+10.2%
ORCL vs VMC
+38.8%
-28.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -11.2% | +0.5% | -11.7% | -11.4% |
| 30D | -18.8% | +15.8% | -34.6% | -23.4% |
| 3M | -18.8% | +0.6% | -19.4% | -19.2% |
| 6M | -39.7% | -4.0% | -35.7% | -39.4% |
| YTD | -39.6% | -0.3% | -39.3% | -40.8% |
| 1Y | -51.7% | -0.5% | -51.2% | -52.7% |
| 3Y | +10.2% | +39.6% | -29.3% | -7.7% |
| All | +10.2% | +38.8% | -28.6% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling