-28.0%
ORCL vs VST
-20.6%
-7.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +1.5% |
| 7D | +5.3% | +8.9% | -3.6% | +1.4% |
| 30D | +10.0% | +6.2% | +3.8% | +7.0% |
| 3M | -32.6% | -2.7% | -29.9% | -32.2% |
| 6M | +4.9% | -8.4% | +13.3% | +6.5% |
| YTD | -17.8% | -7.2% | -10.6% | -19.3% |
| 1Y | -28.0% | -20.9% | -7.1% | -23.0% |
| All | -28.0% | -20.6% | -7.4% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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