-49.4%
ORCL vs VRT
+5.7%
-55.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.6% |
| 7D | -6.5% | -17.7% | +11.2% | -1.5% |
| 30D | -16.6% | -20.0% | +3.4% | -11.7% |
| 3M | -21.6% | -28.1% | +6.5% | -15.1% |
| 6M | -39.4% | -42.8% | +3.5% | -31.6% |
| YTD | -38.7% | +20.0% | -58.6% | -46.7% |
| All | -49.4% | +5.7% | -55.0% | -53.9% |
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