+268.3%
ORCL vs VST
+929.5%
-661.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.8% | +11.9% | +2.1% |
| 7D | -14.4% | -15.7% | +1.3% | -10.1% |
| 30D | -12.8% | -17.0% | +4.1% | -8.3% |
| 3M | -14.8% | -15.9% | +1.1% | -10.6% |
| 6M | -30.9% | -25.0% | -5.9% | -25.6% |
| YTD | -35.7% | -25.1% | -10.6% | -31.5% |
| 1Y | -49.5% | -34.9% | -14.6% | -44.1% |
| 3Y | +18.6% | +252.7% | -234.1% | -15.3% |
| 5Y | +38.4% | +582.3% | -543.9% | -17.6% |
| 10Y | +275.2% | +1,076.6% | -801.4% | +101.7% |
| All | +268.3% | +929.5% | -661.2% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling