+246.0%
ORCL vs SPG
+117.2%
+128.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -6.5% | +5.6% | -12.1% | -7.4% |
| 30D | -16.6% | +17.6% | -34.1% | -19.0% |
| 3M | -21.6% | +7.5% | -29.1% | -22.7% |
| 6M | -39.4% | +18.5% | -57.9% | -41.5% |
| YTD | -38.7% | +30.9% | -69.6% | -42.1% |
| 1Y | -50.4% | +34.1% | -84.5% | -53.4% |
| 3Y | +8.1% | +135.5% | -127.4% | -8.5% |
| 5Y | +34.5% | +86.5% | -52.0% | +16.5% |
| 10Y | +246.0% | +116.1% | +129.9% | +221.5% |
| All | +246.0% | +117.2% | +128.8% | +221.5% |
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