+31.5%
ORCL vs VTR
+132.6%
-101.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +2.8% |
| 7D | +5.3% | -1.7% | +6.9% | +5.1% |
| 30D | +10.0% | -2.4% | +12.4% | +9.6% |
| 3M | -32.6% | +14.8% | -47.4% | -32.3% |
| 6M | +4.9% | +5.3% | -0.4% | +5.5% |
| YTD | -17.8% | +18.1% | -35.8% | -18.4% |
| 1Y | -28.0% | +36.7% | -64.7% | -30.1% |
| All | +31.5% | +132.6% | -101.1% | +17.4% |
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