+40.3%
ORCL vs SN
+490.7%
-450.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +5.3% | -9.3% | +14.6% | +7.4% |
| 30D | +10.0% | -4.8% | +14.8% | +11.1% |
| 3M | -32.6% | +40.4% | -73.0% | -37.3% |
| 6M | +4.9% | +50.9% | -46.0% | -4.4% |
| YTD | -17.8% | +54.9% | -72.7% | -25.5% |
| 1Y | -28.0% | +43.0% | -71.0% | -34.0% |
| 3Y | +36.0% | +391.8% | -355.8% | +14.4% |
| All | +40.3% | +490.7% | -450.4% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling