+10.2%
ORCL vs VRT
+352.9%
-342.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.4% |
| 7D | -11.2% | -21.4% | +10.2% | -3.6% |
| 30D | -18.8% | -25.8% | +7.0% | -10.2% |
| 3M | -18.8% | -33.5% | +14.8% | -7.2% |
| 6M | -39.7% | -49.0% | +9.3% | -26.0% |
| YTD | -39.6% | +12.9% | -52.6% | -47.0% |
| 1Y | -51.7% | 0.0% | -51.8% | -55.6% |
| 3Y | +10.2% | +361.8% | -351.6% | -34.6% |
| All | +10.2% | +352.9% | -342.7% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling