+251.6%
ORCL vs SPG
+117.3%
+134.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.8% |
| 7D | +0.5% | +5.1% | -4.6% | -0.4% |
| 30D | -15.3% | +16.8% | -32.1% | -17.6% |
| 3M | -18.2% | +5.7% | -23.9% | -19.1% |
| 6M | -38.4% | +17.8% | -56.2% | -40.5% |
| YTD | -37.7% | +30.1% | -67.8% | -41.1% |
| 1Y | -49.3% | +32.8% | -82.1% | -52.2% |
| 3Y | +10.6% | +137.2% | -126.6% | -6.5% |
| 5Y | +35.5% | +81.5% | -46.0% | +17.8% |
| 10Y | +251.6% | +116.5% | +135.1% | +226.0% |
| All | +251.6% | +117.3% | +134.3% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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