-28.0%
ORCL vs VSXY
+224.6%
-252.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.1% |
| 7D | +5.3% | -14.0% | +19.2% | +5.1% |
| 30D | +10.0% | -15.9% | +25.9% | +9.9% |
| 3M | -32.6% | +3.4% | -36.0% | -32.4% |
| 6M | +4.9% | +25.9% | -21.0% | +4.6% |
| YTD | -17.8% | +39.5% | -57.2% | -18.6% |
| 1Y | -28.0% | +194.4% | -222.3% | -26.9% |
| All | -28.0% | +224.6% | -252.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling