-49.5%
ORCL vs VYM
+21.8%
-71.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.2% | -3.3% |
| 7D | -14.4% | +1.2% | -15.5% | -15.6% |
| 30D | -12.8% | +5.2% | -18.1% | -18.0% |
| 3M | -14.8% | +0.5% | -15.3% | -15.3% |
| 6M | -30.9% | +7.7% | -38.6% | -35.4% |
| YTD | -35.7% | +17.2% | -52.9% | -44.5% |
| 1Y | -49.5% | +21.7% | -71.1% | -58.0% |
| All | -49.5% | +21.8% | -71.3% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling