+1,469.9%
QQQ vs ORCL
+1,405.5%
+64.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | -1.5% | -6.5% | +5.0% | +1.4% |
| 30D | -10.2% | -16.6% | +6.4% | -3.9% |
| 3M | -6.3% | -21.6% | +15.3% | +2.0% |
| 6M | -4.9% | -39.4% | +34.4% | +12.9% |
| YTD | +10.2% | -38.7% | +48.9% | +26.9% |
| 1Y | +8.8% | -50.4% | +59.1% | +36.1% |
| 3Y | +81.4% | +8.1% | +73.3% | +42.2% |
| 5Y | +78.5% | +34.5% | +44.0% | +23.1% |
| 10Y | +523.8% | +246.0% | +277.8% | +165.3% |
| All | +1,469.9% | +1,405.5% | +64.3% | +230.4% |
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