+213.0%
ORCL vs SNAP
-79.3%
+292.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.1% |
| 7D | -11.2% | -7.1% | -4.0% | -10.6% |
| 30D | -18.8% | -14.6% | -4.2% | -17.6% |
| 3M | -18.8% | -5.0% | -13.8% | -18.6% |
| 6M | -39.7% | -18.8% | -20.9% | -38.9% |
| YTD | -39.6% | -38.5% | -1.1% | -37.6% |
| 1Y | -51.7% | -38.1% | -13.7% | -50.1% |
| 3Y | +10.2% | -53.8% | +64.0% | +13.2% |
| 5Y | +30.8% | -90.7% | +121.5% | +41.7% |
| All | +213.0% | -79.3% | +292.3% | +176.6% |
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