+2,945.5%
ORCL vs VTR
+1,495.5%
+1,450.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +3.0% |
| 7D | +0.5% | +3.2% | -2.7% | -0.2% |
| 30D | -15.3% | +9.1% | -24.4% | -17.1% |
| 3M | -18.2% | -3.6% | -14.7% | -17.9% |
| 6M | -38.4% | +3.8% | -42.2% | -39.7% |
| YTD | -37.7% | +17.8% | -55.5% | -41.0% |
| 1Y | -49.3% | +20.5% | -69.8% | -52.2% |
| 3Y | +10.6% | +132.4% | -121.8% | -11.5% |
| 5Y | +35.5% | +99.9% | -64.4% | +10.7% |
| 10Y | +251.6% | +124.3% | +127.3% | +156.1% |
| All | +2,945.5% | +1,495.5% | +1,450.0% | +1,151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling