+270.3%
ORCL vs VRSK
+162.8%
+107.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +8.0% | +1.6% | +6.4% | +7.4% |
| 30D | -4.0% | +15.1% | -19.1% | -8.9% |
| 3M | -19.5% | +12.1% | -31.5% | -23.4% |
| 6M | -33.5% | +29.4% | -62.9% | -41.2% |
| YTD | -34.8% | -6.4% | -28.5% | -34.9% |
| 1Y | -41.6% | -3.6% | -38.0% | -42.5% |
| 3Y | +13.8% | -10.9% | +24.7% | +10.8% |
| 5Y | +43.4% | -0.5% | +43.9% | +29.8% |
| All | +270.3% | +162.8% | +107.4% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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