+1,426.4%
QQQ vs ORCL
+1,381.5%
+44.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -5.0% | -11.2% | +6.2% | -0.3% |
| 30D | -13.4% | -18.8% | +5.4% | -6.4% |
| 3M | -8.1% | -18.8% | +10.7% | -1.5% |
| 6M | -5.5% | -39.7% | +34.2% | +12.4% |
| YTD | +7.2% | -39.6% | +46.8% | +24.3% |
| 1Y | +7.8% | -51.7% | +59.5% | +36.5% |
| 3Y | +80.7% | +10.2% | +70.5% | +40.2% |
| 5Y | +69.6% | +30.8% | +38.8% | +18.4% |
| 10Y | +517.8% | +252.1% | +265.7% | +160.4% |
| All | +1,426.4% | +1,381.5% | +44.9% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling