+242.0%
ORCL vs VST
+996.4%
-754.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.2% | -0.8% | -5.1% |
| 7D | -17.5% | -19.9% | +2.4% | -12.0% |
| 30D | -20.2% | -29.7% | +9.5% | -11.6% |
| 3M | -19.9% | -19.6% | -0.4% | -14.8% |
| 6M | -37.4% | -29.4% | -8.0% | -31.3% |
| YTD | -40.1% | -29.7% | -10.4% | -34.9% |
| 1Y | -53.4% | -40.0% | -13.3% | -47.1% |
| 3Y | +10.4% | +231.0% | -220.6% | -19.9% |
| 5Y | +29.8% | +500.1% | -470.3% | -20.3% |
| All | +242.0% | +996.4% | -754.4% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling