+9.3%
ORCL vs SN
+384.9%
-375.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -6.0% | -6.7% |
| 7D | -17.5% | +3.8% | -21.3% | -18.3% |
| 30D | -20.2% | +17.5% | -37.7% | -23.5% |
| 3M | -19.9% | +19.2% | -39.2% | -23.7% |
| 6M | -37.4% | +84.9% | -122.4% | -47.3% |
| YTD | -40.1% | +94.0% | -134.2% | -50.6% |
| 1Y | -53.4% | +151.3% | -204.7% | -64.2% |
| All | +9.3% | +384.9% | -375.6% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling