-49.5%
ORCL vs VSXY
+210.1%
-259.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.4% | -10.3% | -1.9% |
| 7D | -14.4% | +14.2% | -28.6% | -14.3% |
| 30D | -12.8% | +21.9% | -34.7% | -12.7% |
| 3M | -14.8% | +22.1% | -36.9% | -14.7% |
| 6M | -30.9% | +116.7% | -147.6% | -30.8% |
| YTD | -35.7% | +101.1% | -136.8% | -36.4% |
| 1Y | -49.5% | +208.0% | -257.5% | -52.3% |
| All | -49.5% | +210.1% | -259.6% | -52.3% |
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