+247.2%
ORCL vs SIRI
-4.6%
+251.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -6.5% | +5.5% | -12.0% | -7.4% |
| 30D | -16.6% | +22.6% | -39.2% | -19.4% |
| 3M | -21.6% | +12.9% | -34.5% | -23.4% |
| 6M | -39.4% | +22.3% | -61.6% | -41.7% |
| YTD | -38.7% | +67.8% | -106.4% | -44.3% |
| 1Y | -50.4% | +54.6% | -104.9% | -54.3% |
| 3Y | +8.1% | -21.4% | +29.5% | +8.1% |
| 5Y | +34.5% | -39.2% | +73.7% | +37.0% |
| All | +247.2% | -4.6% | +251.7% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling