+91.4%
ORCL vs SAN
+381.6%
-290.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +5.3% | +1.8% | +3.5% | +4.8% |
| 30D | +10.0% | +2.0% | +8.0% | +9.4% |
| 3M | -32.6% | +19.7% | -52.3% | -35.7% |
| 6M | +4.9% | +30.6% | -25.7% | -2.5% |
| YTD | -17.8% | +28.8% | -46.6% | -23.7% |
| 1Y | -28.0% | +57.8% | -85.8% | -36.9% |
| 3Y | +36.0% | +338.1% | -302.1% | -8.2% |
| All | +91.4% | +381.6% | -290.1% | +19.4% |
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