+2,899.5%
ORCL vs VTR
+1,510.6%
+1,388.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | -6.5% | +3.8% | -10.3% | -7.3% |
| 30D | -16.6% | +10.1% | -26.7% | -18.6% |
| 3M | -21.6% | -1.2% | -20.4% | -21.7% |
| 6M | -39.4% | +4.8% | -44.1% | -40.7% |
| YTD | -38.7% | +18.9% | -57.6% | -42.0% |
| 1Y | -50.4% | +21.8% | -72.2% | -53.3% |
| 3Y | +8.1% | +132.0% | -123.9% | -13.5% |
| 5Y | +34.5% | +94.7% | -60.1% | +10.6% |
| 10Y | +246.0% | +136.8% | +109.2% | +148.9% |
| All | +2,899.5% | +1,510.6% | +1,388.8% | +1,129.5% |
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