+10.6%
ORCL vs VTR
+121.9%
-111.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +3.4% |
| 7D | +0.5% | +3.2% | -2.7% | +1.2% |
| 30D | -15.3% | +9.1% | -24.4% | -13.6% |
| 3M | -18.2% | -3.6% | -14.7% | -18.2% |
| 6M | -38.4% | +3.8% | -42.2% | -37.6% |
| YTD | -37.7% | +17.8% | -55.5% | -37.5% |
| 1Y | -49.3% | +20.5% | -69.8% | -49.2% |
| 3Y | +10.6% | +132.4% | -121.8% | -5.4% |
| All | +10.6% | +121.9% | -111.2% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling