+304.8%
SPY vs ORCL
+245.4%
+59.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -0.6% | -6.5% | +5.9% | +1.1% |
| 30D | -3.7% | -16.6% | +12.9% | +0.3% |
| 3M | -2.7% | -21.6% | +18.9% | +2.4% |
| 6M | +2.2% | -39.4% | +41.5% | +13.6% |
| YTD | +10.8% | -38.7% | +49.5% | +21.2% |
| 1Y | +11.2% | -50.4% | +61.6% | +28.8% |
| 3Y | +76.5% | +8.1% | +68.4% | +38.2% |
| 5Y | +72.9% | +34.5% | +38.4% | +18.4% |
| 10Y | +304.8% | +246.0% | +58.8% | +82.3% |
| All | +304.8% | +245.4% | +59.4% | +82.3% |
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