+33,471.1%
ORCL vs SAN
+2,116.5%
+31,354.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +5.3% | +1.8% | +3.5% | +4.7% |
| 30D | +10.0% | +2.0% | +8.0% | +9.3% |
| 3M | -32.6% | +19.7% | -52.3% | -36.4% |
| 6M | +4.9% | +30.6% | -25.7% | -4.3% |
| YTD | -17.8% | +28.8% | -46.6% | -25.1% |
| 1Y | -28.0% | +57.8% | -85.8% | -38.8% |
| 3Y | +36.0% | +338.1% | -302.1% | -19.4% |
| 5Y | +88.7% | +384.2% | -295.5% | +3.9% |
| 10Y | +346.9% | +353.1% | -6.2% | +130.7% |
| All | +33,471.1% | +2,116.5% | +31,354.7% | +6,983.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling