+251.6%
ORCL vs Z
-11.7%
+263.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.7% |
| 7D | +0.5% | -5.2% | +5.6% | +1.1% |
| 30D | -15.3% | +5.7% | -21.0% | -16.3% |
| 3M | -18.2% | -8.7% | -9.5% | -17.8% |
| 6M | -38.4% | -26.0% | -12.5% | -36.4% |
| YTD | -37.7% | -55.0% | +17.3% | -31.4% |
| 1Y | -49.3% | -58.0% | +8.7% | -43.7% |
| 3Y | +10.6% | -15.2% | +25.8% | +11.3% |
| 5Y | +35.5% | -53.8% | +89.3% | +40.8% |
| 10Y | +251.6% | -14.5% | +266.1% | +197.7% |
| All | +251.6% | -11.7% | +263.3% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling