-41.6%
ORCL vs VSXY
+202.3%
-243.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.4% |
| 7D | +8.0% | -1.7% | +9.7% | +8.0% |
| 30D | -4.0% | +20.1% | -24.1% | -3.8% |
| 3M | -19.5% | +16.6% | -36.1% | -19.4% |
| 6M | -33.5% | +134.9% | -168.4% | -33.0% |
| YTD | -34.8% | +96.0% | -130.8% | -35.0% |
| 1Y | -41.6% | +203.8% | -245.4% | -42.6% |
| All | -41.6% | +202.3% | -243.9% | -42.6% |
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