-41.6%
ORCL vs SN
+141.7%
-183.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | +8.0% | +1.5% | +6.4% | +7.6% |
| 30D | -4.0% | +21.5% | -25.5% | -8.1% |
| 3M | -19.5% | +20.0% | -39.5% | -22.6% |
| 6M | -33.5% | +119.9% | -153.4% | -45.2% |
| YTD | -34.8% | +102.3% | -137.1% | -45.9% |
| 1Y | -41.6% | +148.0% | -189.6% | -54.1% |
| All | -41.6% | +141.7% | -183.4% | -54.1% |
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