+363.4%
ORCL vs SAN
+338.5%
+24.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +15.0% | +3.3% | +11.7% | +13.9% |
| 30D | +10.5% | +1.1% | +9.5% | +10.3% |
| 3M | -23.0% | +22.2% | -45.2% | -27.2% |
| 6M | +7.0% | +36.0% | -29.0% | -2.1% |
| YTD | -15.8% | +28.2% | -44.1% | -22.1% |
| 1Y | -31.1% | +54.1% | -85.2% | -39.6% |
| 3Y | +33.3% | +354.2% | -321.0% | -14.5% |
| 5Y | +94.3% | +387.3% | -293.0% | +18.2% |
| 10Y | +363.4% | +334.8% | +28.6% | +177.3% |
| All | +363.4% | +338.5% | +24.9% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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