+45.4%
ORCL vs SAN
+294.7%
-249.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.2% |
| 7D | +10.4% | +1.0% | +9.4% | +10.0% |
| 30D | -11.2% | -9.4% | -1.9% | -9.0% |
| 3M | -16.8% | -17.1% | +0.4% | -12.4% |
| 6M | -31.5% | +2.2% | -33.6% | -31.9% |
| YTD | -33.9% | +6.0% | -39.9% | -35.4% |
| 1Y | -43.3% | +12.7% | -56.0% | -45.6% |
| 3Y | +16.5% | +242.1% | -225.7% | -16.5% |
| 5Y | +45.4% | +293.6% | -248.2% | +4.8% |
| All | +45.4% | +294.7% | -249.3% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling