-28.0%
ORCL vs SITM
+174.8%
-202.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.5% | +2.4% |
| 7D | +5.3% | +9.7% | -4.5% | +4.2% |
| 30D | +10.0% | +12.7% | -2.7% | +8.0% |
| 3M | -32.6% | -13.4% | -19.2% | -32.5% |
| 6M | +4.9% | +59.6% | -54.7% | -0.8% |
| YTD | -17.8% | +73.3% | -91.1% | -22.7% |
| 1Y | -28.0% | +165.5% | -193.5% | -26.2% |
| All | -28.0% | +174.8% | -202.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling