+32.7%
ORCL vs SNAP
-46.7%
+79.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.8% |
| 7D | +5.3% | +0.7% | +4.5% | +5.1% |
| 30D | +10.0% | +2.6% | +7.3% | +9.1% |
| 3M | -32.6% | -9.9% | -22.7% | -31.9% |
| 6M | +4.9% | +1.9% | +3.1% | +3.2% |
| YTD | -17.8% | -32.2% | +14.5% | -14.7% |
| 1Y | -28.0% | -22.8% | -5.1% | -26.7% |
| All | +32.7% | -46.7% | +79.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling