-51.7%
ORCL vs SPG
+31.7%
-83.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +1.3% |
| 7D | -11.2% | +4.9% | -16.1% | -8.4% |
| 30D | -18.8% | +15.6% | -34.4% | -11.6% |
| 3M | -18.8% | +4.1% | -22.9% | -17.0% |
| 6M | -39.7% | +13.6% | -53.3% | -35.2% |
| YTD | -39.6% | +27.5% | -67.2% | -33.4% |
| 1Y | -51.7% | +32.2% | -84.0% | -45.0% |
| All | -51.7% | +31.7% | -83.4% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling