+33.3%
ORCL vs SIRI
-23.5%
+56.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | +15.0% | +4.3% | +10.7% | +14.6% |
| 30D | +10.5% | -2.8% | +13.4% | +10.8% |
| 3M | -23.0% | +5.9% | -28.9% | -23.6% |
| 6M | +7.0% | +31.9% | -24.9% | +4.2% |
| YTD | -15.8% | +48.7% | -64.5% | -18.9% |
| 1Y | -31.1% | +23.2% | -54.3% | -32.4% |
| 3Y | +33.3% | -23.9% | +57.2% | +27.2% |
| All | +33.3% | -23.5% | +56.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling