-37.4%
ORCL vs VRT
-47.1%
+9.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.0% | +7.1% | -1.6% |
| 7D | -17.5% | -28.1% | +10.7% | -6.9% |
| 30D | -20.2% | -30.2% | +10.0% | -9.9% |
| 3M | -19.9% | -36.4% | +16.4% | -7.7% |
| 6M | -37.4% | -48.2% | +10.7% | -22.7% |
| All | -37.4% | -47.1% | +9.7% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling