+43.4%
ORCL vs VSXY
+106.4%
-63.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +2.8% |
| 7D | +0.5% | +15.2% | -14.7% | -0.6% |
| 30D | -15.3% | +37.0% | -52.3% | -17.3% |
| 3M | -18.2% | +15.2% | -33.4% | -19.3% |
| 6M | -38.4% | +136.3% | -174.7% | -43.3% |
| YTD | -37.7% | +109.6% | -147.3% | -42.4% |
| 1Y | -49.3% | +223.7% | -273.0% | -55.2% |
| 3Y | +10.6% | +516.3% | -505.7% | -11.8% |
| 5Y | +35.5% | +125.1% | -89.6% | +18.3% |
| All | +43.4% | +106.4% | -63.0% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling