+7.1%
ORCL vs SAN
+257.1%
-250.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -6.5% | +10.8% | -17.3% | -9.4% |
| 30D | -16.6% | -5.7% | -10.8% | -15.1% |
| 3M | -21.6% | -13.4% | -8.2% | -18.0% |
| 6M | -39.4% | +3.5% | -42.9% | -39.7% |
| YTD | -38.7% | +9.7% | -48.4% | -40.6% |
| 1Y | -50.4% | +20.9% | -71.2% | -53.4% |
| All | +7.1% | +257.1% | -250.0% | -26.0% |
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