+30.6%
ORCL vs SAN
+267.8%
-237.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.4% |
| 7D | -11.2% | +4.9% | -16.1% | -12.5% |
| 30D | -18.8% | -13.0% | -5.8% | -15.8% |
| 3M | -18.8% | -18.9% | +0.1% | -14.0% |
| 6M | -39.7% | -4.1% | -35.6% | -39.0% |
| YTD | -39.6% | +2.6% | -42.2% | -40.5% |
| 1Y | -51.7% | +16.9% | -68.7% | -54.2% |
| 3Y | +10.2% | +239.1% | -228.8% | -20.7% |
| All | +30.6% | +267.8% | -237.2% | -11.5% |
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