+2,328.6%
ORCL vs SBAC
+2,208.1%
+120.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | +5.3% | -0.8% | +6.0% | +5.4% |
| 30D | +10.0% | +6.9% | +3.0% | +8.8% |
| 3M | -32.6% | -8.2% | -24.4% | -31.8% |
| 6M | +4.9% | -1.6% | +6.6% | +4.3% |
| YTD | -17.8% | -0.1% | -17.6% | -18.5% |
| 1Y | -28.0% | -0.5% | -27.5% | -28.7% |
| 3Y | +36.0% | -9.1% | +45.1% | +34.7% |
| 5Y | +88.7% | -43.8% | +132.5% | +100.6% |
| 10Y | +346.9% | +80.5% | +266.4% | +290.2% |
| All | +2,328.6% | +2,208.1% | +120.4% | +1,409.2% |
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