+94.4%
QQQ vs ORCL
+97.2%
-2.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.7% |
| 7D | +1.5% | +15.0% | -13.5% | -2.1% |
| 30D | -0.6% | +10.5% | -11.2% | -3.4% |
| 3M | +0.4% | -23.0% | +23.4% | +6.5% |
| 6M | +20.1% | +7.0% | +13.1% | +15.2% |
| YTD | +17.2% | -15.8% | +33.0% | +19.4% |
| 1Y | +24.7% | -31.1% | +55.8% | +29.3% |
| 3Y | +96.2% | +33.3% | +62.9% | +47.7% |
| 5Y | +94.4% | +94.3% | +0.1% | +12.7% |
| All | +94.4% | +97.2% | -2.9% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling