+251.6%
ORCL vs VO
+206.8%
+44.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.4% | +0.7% |
| 7D | +0.5% | -0.1% | +0.6% | +0.7% |
| 30D | -15.3% | +0.5% | -15.8% | -15.5% |
| 3M | -18.2% | -1.0% | -17.2% | -17.1% |
| 6M | -38.4% | +6.4% | -44.9% | -41.2% |
| YTD | -37.7% | +13.6% | -51.3% | -43.7% |
| 1Y | -49.3% | +14.5% | -63.7% | -54.4% |
| 3Y | +10.6% | +67.2% | -56.6% | -26.3% |
| 5Y | +35.5% | +36.1% | -0.6% | +5.8% |
| 10Y | +251.6% | +199.3% | +52.3% | +38.1% |
| All | +251.6% | +206.8% | +44.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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