-41.6%
ORCL vs VYM
+18.4%
-60.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +8.0% | +3.7% | +4.3% | +3.3% |
| 30D | -4.0% | +3.7% | -7.7% | -7.9% |
| 3M | -19.5% | -0.7% | -18.7% | -18.7% |
| 6M | -33.5% | +7.2% | -40.7% | -37.4% |
| YTD | -34.8% | +16.9% | -51.8% | -43.2% |
| 1Y | -41.6% | +19.6% | -61.2% | -49.8% |
| All | -41.6% | +18.4% | -60.0% | -49.8% |
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