+307.3%
SPY vs ORCL
+260.6%
+46.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.5% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | -3.3% | -15.3% | +12.0% | +0.3% |
| 3M | -2.4% | -18.2% | +15.8% | +1.6% |
| 6M | +2.6% | -38.4% | +41.0% | +13.6% |
| YTD | +11.2% | -37.7% | +49.0% | +21.2% |
| 1Y | +13.4% | -49.3% | +62.7% | +30.5% |
| 3Y | +79.9% | +10.6% | +69.3% | +39.9% |
| 5Y | +72.2% | +35.5% | +36.7% | +17.8% |
| 10Y | +307.3% | +251.6% | +55.7% | +82.7% |
| All | +307.3% | +260.6% | +46.7% | +82.7% |
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