+242.7%
ORCL vs SNAP
-78.3%
+320.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.8% |
| 7D | +10.4% | +2.6% | +7.8% | +10.1% |
| 30D | -11.2% | -19.6% | +8.3% | -9.4% |
| 3M | -16.8% | +0.4% | -17.2% | -17.0% |
| 6M | -31.5% | -5.9% | -25.5% | -31.4% |
| YTD | -33.9% | -35.3% | +1.4% | -32.0% |
| 1Y | -43.3% | -42.6% | -0.7% | -41.0% |
| 3Y | +16.5% | -53.9% | +70.3% | +19.4% |
| 5Y | +45.4% | -90.3% | +135.7% | +56.9% |
| All | +242.7% | -78.3% | +320.9% | +201.4% |
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