+1,649.6%
ORCL vs VNQ
+392.5%
+1,257.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.4% |
| 7D | +5.3% | -1.3% | +6.5% | +5.9% |
| 30D | +10.0% | -2.9% | +12.9% | +11.5% |
| 3M | -32.6% | +0.8% | -33.4% | -33.1% |
| 6M | +4.9% | +2.5% | +2.5% | +3.0% |
| YTD | -17.8% | +10.6% | -28.4% | -22.1% |
| 1Y | -28.0% | +9.1% | -37.1% | -31.6% |
| 3Y | +36.0% | +31.0% | +5.0% | +18.0% |
| 5Y | +88.7% | +4.9% | +83.8% | +80.5% |
| 10Y | +346.9% | +59.5% | +287.4% | +245.7% |
| All | +1,649.6% | +392.5% | +1,257.1% | +632.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling