+13.8%
ORCL vs VO
+66.5%
-52.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +3.1% | +4.9% | +3.8% |
| 30D | -4.0% | +2.2% | -6.2% | -6.5% |
| 3M | -19.5% | -2.5% | -17.0% | -16.3% |
| 6M | -33.5% | +7.0% | -40.4% | -38.1% |
| YTD | -34.8% | +14.0% | -48.8% | -43.8% |
| 1Y | -41.6% | +15.6% | -57.3% | -50.6% |
| 3Y | +13.8% | +66.2% | -52.4% | -30.7% |
| All | +13.8% | +66.5% | -52.8% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling