+210.5%
ORCL vs SNAP
-78.8%
+289.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.0% | +7.1% | -5.6% |
| 7D | -17.5% | -10.4% | -7.1% | -16.6% |
| 30D | -20.2% | -11.9% | -8.2% | -19.2% |
| 3M | -19.9% | -4.5% | -15.4% | -19.8% |
| 6M | -37.4% | -16.7% | -20.7% | -36.7% |
| YTD | -40.1% | -36.9% | -3.2% | -38.2% |
| 1Y | -53.4% | -30.3% | -23.1% | -52.3% |
| 3Y | +10.4% | -52.5% | +62.9% | +13.1% |
| 5Y | +29.8% | -90.4% | +120.2% | +40.3% |
| All | +210.5% | -78.8% | +289.3% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling