+94.3%
ORCL vs SITM
+168.3%
-73.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | +15.0% | +8.4% | +6.6% | +13.6% |
| 30D | +10.5% | -17.4% | +28.0% | +13.4% |
| 3M | -23.0% | -9.8% | -13.2% | -22.9% |
| 6M | +7.0% | +83.0% | -76.0% | -5.0% |
| YTD | -15.8% | +69.6% | -85.4% | -25.2% |
| 1Y | -31.1% | +144.9% | -176.0% | -43.0% |
| 3Y | +33.3% | +429.9% | -396.6% | -4.6% |
| 5Y | +94.3% | +169.2% | -74.9% | +38.7% |
| All | +94.3% | +168.3% | -73.9% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling