+131.9%
ORCL vs SITM
+3,318.8%
-3,186.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.1% |
| 7D | -6.5% | -0.1% | -6.4% | -6.8% |
| 30D | -16.6% | -27.4% | +10.9% | -13.1% |
| 3M | -21.6% | -35.6% | +14.0% | -17.4% |
| 6M | -39.4% | -46.6% | +7.3% | -35.4% |
| YTD | -38.7% | +25.8% | -64.5% | -42.6% |
| 1Y | -50.4% | +38.2% | -88.6% | -54.2% |
| 3Y | +8.1% | +311.5% | -303.4% | -16.4% |
| 5Y | +34.5% | +94.6% | -60.1% | +5.6% |
| All | +131.9% | +3,318.8% | -3,186.9% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling