+244.8%
ORCL vs VST
+1,112.0%
-867.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.6% | -9.7% | -2.3% |
| 7D | -11.2% | -9.8% | -1.3% | -8.7% |
| 30D | -18.8% | -25.1% | +6.3% | -11.9% |
| 3M | -18.8% | -11.6% | -7.2% | -16.1% |
| 6M | -39.7% | -20.9% | -18.8% | -36.2% |
| YTD | -39.6% | -22.3% | -17.3% | -36.4% |
| 1Y | -51.7% | -32.0% | -19.7% | -47.4% |
| 3Y | +10.2% | +262.4% | -252.2% | -22.3% |
| 5Y | +30.8% | +563.4% | -532.5% | -22.2% |
| All | +244.8% | +1,112.0% | -867.3% | +81.8% |
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