-28.0%
ORCL vs VRT
+123.1%
-151.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +1.6% |
| 7D | +5.3% | +9.1% | -3.9% | +2.3% |
| 30D | +10.0% | +0.9% | +9.0% | +9.4% |
| 3M | -32.6% | -13.4% | -19.2% | -30.4% |
| 6M | +4.9% | +11.7% | -6.8% | -4.2% |
| YTD | -17.8% | +73.2% | -91.0% | -44.6% |
| 1Y | -28.0% | +123.4% | -151.4% | -69.8% |
| All | -28.0% | +123.1% | -151.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling