+91.4%
ORCL vs VMC
+52.7%
+38.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | +5.3% | -4.3% | +9.6% | +7.3% |
| 30D | +10.0% | -8.2% | +18.2% | +13.9% |
| 3M | -32.6% | -7.0% | -25.5% | -31.0% |
| 6M | +4.9% | -10.8% | +15.7% | +8.6% |
| YTD | -17.8% | -7.4% | -10.4% | -16.6% |
| 1Y | -28.0% | -9.5% | -18.5% | -26.4% |
| 3Y | +36.0% | +20.5% | +15.5% | +19.5% |
| All | +91.4% | +52.7% | +38.8% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling