+82.4%
ORCL vs VRSK
-11.3%
+93.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | -0.7% | -7.7% | +7.0% | +0.7% |
| 30D | +5.1% | -2.8% | +8.0% | +5.5% |
| 3M | -23.7% | -3.7% | -20.0% | -24.3% |
| 6M | +3.1% | -12.8% | +15.9% | +4.8% |
| YTD | -20.8% | -21.0% | +0.2% | -17.5% |
| 1Y | -52.9% | -32.5% | -20.4% | -48.8% |
| 3Y | +25.4% | -26.5% | +52.0% | +27.7% |
| 5Y | +82.4% | -11.5% | +93.9% | +71.7% |
| All | +82.4% | -11.3% | +93.7% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling