-19.9%
ORCL vs VRT
-34.6%
+14.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.0% | +7.1% | -0.1% |
| 7D | -17.5% | -28.1% | +10.7% | -3.7% |
| 30D | -20.2% | -30.2% | +10.0% | -6.8% |
| 3M | -19.9% | -36.4% | +16.4% | -5.6% |
| All | -19.9% | -34.6% | +14.7% | -5.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling