+91.4%
ORCL vs VST
+761.6%
-670.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.0% |
| 7D | +5.3% | +8.9% | -3.6% | +2.6% |
| 30D | +10.0% | +6.2% | +3.8% | +8.0% |
| 3M | -32.6% | -2.7% | -29.9% | -32.3% |
| 6M | +4.9% | -8.4% | +13.3% | +6.3% |
| YTD | -17.8% | -7.2% | -10.6% | -17.5% |
| 1Y | -28.0% | -20.9% | -7.1% | -24.0% |
| 3Y | +36.0% | +384.0% | -348.0% | -0.9% |
| All | +91.4% | +761.6% | -670.1% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling