-28.0%
ORCL vs SN
+46.4%
-74.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +5.3% | -9.3% | +14.6% | +7.6% |
| 30D | +10.0% | -4.8% | +14.8% | +11.3% |
| 3M | -32.6% | +40.4% | -73.0% | -37.5% |
| 6M | +4.9% | +50.9% | -46.0% | -5.6% |
| YTD | -17.8% | +54.9% | -72.7% | -26.3% |
| 1Y | -28.0% | +43.0% | -71.0% | -32.8% |
| All | -28.0% | +46.4% | -74.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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