+1,682.3%
ORCL vs SBAC
+2,207.9%
-525.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | -11.2% | +1.2% | -12.4% | -11.3% |
| 30D | -18.8% | +11.2% | -30.0% | -20.3% |
| 3M | -18.8% | +4.5% | -23.2% | -19.4% |
| 6M | -39.7% | -12.2% | -27.6% | -38.7% |
| YTD | -39.6% | -0.1% | -39.5% | -40.3% |
| 1Y | -51.7% | -0.3% | -51.5% | -52.3% |
| 3Y | +10.2% | -8.7% | +19.0% | +9.1% |
| 5Y | +30.8% | -40.2% | +71.0% | +37.6% |
| 10Y | +252.1% | +97.3% | +154.7% | +203.0% |
| All | +1,682.3% | +2,207.9% | -525.6% | +1,006.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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