+552.9%
QQQ vs ORCL
+344.4%
+208.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.7% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | -1.4% | +5.1% | -6.5% | -3.2% |
| 3M | +2.3% | -23.7% | +26.0% | +10.4% |
| 6M | +16.9% | +3.1% | +13.8% | +12.0% |
| YTD | +15.6% | -20.8% | +36.4% | +20.4% |
| 1Y | +22.6% | -52.9% | +75.5% | +51.5% |
| 3Y | +93.5% | +25.4% | +68.1% | +43.7% |
| 5Y | +93.9% | +82.4% | +11.5% | +15.9% |
| All | +552.9% | +344.4% | +208.5% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 ORCL 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