+152.4%
ORCL vs SITM
+3,535.1%
-3,382.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.3% | +2.5% | +7.9% |
| 7D | +3.8% | +17.2% | -13.4% | +1.3% |
| 30D | -6.6% | -17.1% | +10.5% | -4.3% |
| 3M | -11.4% | -29.2% | +17.7% | -7.8% |
| 6M | -33.3% | -47.6% | +14.3% | -28.7% |
| YTD | -33.3% | +33.8% | -67.1% | -38.0% |
| 1Y | -44.9% | +54.1% | -99.0% | -49.9% |
| 3Y | +17.6% | +337.6% | -319.9% | -9.8% |
| 5Y | +46.1% | +89.7% | -43.7% | +14.6% |
| All | +152.4% | +3,535.1% | -3,382.7% | +27.5% |
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