-30.9%
ORCL vs VST
-23.5%
-7.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.8% | +11.9% | +3.3% |
| 7D | -14.4% | -15.7% | +1.3% | -9.0% |
| 30D | -12.8% | -17.0% | +4.1% | -6.4% |
| 3M | -14.8% | -15.9% | +1.1% | -8.8% |
| 6M | -30.9% | -25.0% | -5.9% | -23.2% |
| All | -30.9% | -23.5% | -7.4% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling