+10.2%
ORCL vs SAN
+235.5%
-225.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.5% |
| 7D | -11.2% | +4.9% | -16.1% | -12.6% |
| 30D | -18.8% | -13.0% | -5.8% | -15.4% |
| 3M | -18.8% | -18.9% | +0.1% | -13.4% |
| 6M | -39.7% | -4.1% | -35.6% | -38.7% |
| YTD | -39.6% | +2.6% | -42.2% | -40.4% |
| 1Y | -51.7% | +16.9% | -68.7% | -54.3% |
| 3Y | +10.2% | +239.1% | -228.8% | -19.9% |
| All | +10.2% | +235.5% | -225.3% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling