-49.5%
ORCL vs SNAP
-22.3%
-27.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.9% | -7.9% | -3.8% |
| 7D | -14.4% | -0.7% | -13.7% | -14.3% |
| 30D | -12.8% | +5.5% | -18.4% | -14.4% |
| 3M | -14.8% | +2.2% | -17.0% | -16.3% |
| 6M | -30.9% | -4.1% | -26.8% | -31.0% |
| YTD | -35.7% | -26.6% | -9.0% | -32.6% |
| 1Y | -49.5% | -20.7% | -28.7% | -47.7% |
| All | -49.5% | -22.3% | -27.2% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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