+246.1%
ORCL vs SNAP
-77.7%
+323.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.8% | +2.0% | +8.2% |
| 7D | +3.8% | -9.8% | +13.6% | +4.8% |
| 30D | -6.6% | -18.2% | +11.7% | -4.8% |
| 3M | -11.4% | -3.1% | -8.3% | -11.4% |
| 6M | -33.3% | -7.1% | -26.2% | -33.1% |
| YTD | -33.3% | -33.8% | +0.6% | -31.5% |
| 1Y | -44.9% | -39.0% | -5.9% | -43.1% |
| 3Y | +17.6% | -52.8% | +70.5% | +20.4% |
| 5Y | +46.1% | -90.0% | +136.0% | +57.2% |
| All | +246.1% | -77.7% | +323.9% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling