+328.9%
ORCL vs VNQ
+64.0%
+264.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.1% |
| 7D | -5.4% | -1.3% | -4.1% | -4.7% |
| 30D | -2.0% | -2.6% | +0.6% | -0.6% |
| 3M | -18.1% | -2.0% | -16.1% | -17.5% |
| 6M | -7.2% | +4.3% | -11.6% | -10.1% |
| YTD | -22.2% | +9.2% | -31.4% | -26.6% |
| 1Y | -50.6% | +5.6% | -56.2% | -52.7% |
| 3Y | +22.9% | +30.8% | -8.0% | +3.3% |
| 5Y | +79.3% | +8.0% | +71.3% | +67.1% |
| All | +328.9% | +64.0% | +264.9% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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