+884.7%
ORCL vs VRSK
+593.4%
+291.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -1.1% |
| 7D | +10.9% | -5.4% | +16.3% | +13.0% |
| 30D | +7.0% | -1.8% | +8.8% | +7.4% |
| 3M | -21.2% | -2.2% | -19.0% | -22.1% |
| 6M | +7.4% | -14.9% | +22.3% | +11.8% |
| YTD | -16.3% | -20.0% | +3.7% | -10.8% |
| 1Y | -32.3% | -33.1% | +0.8% | -23.1% |
| 3Y | +32.6% | -25.6% | +58.2% | +39.8% |
| 5Y | +93.1% | -10.1% | +103.2% | +83.3% |
| 10Y | +368.8% | +128.4% | +240.4% | +184.1% |
| All | +884.7% | +593.4% | +291.3% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling