+91.4%
ORCL vs SPG
+102.5%
-11.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +5.3% | -2.4% | +7.6% | +6.1% |
| 30D | +10.0% | -6.8% | +16.8% | +12.5% |
| 3M | -32.6% | +2.7% | -35.3% | -33.8% |
| 6M | +4.9% | +5.5% | -0.5% | +1.6% |
| YTD | -17.8% | +15.7% | -33.5% | -23.5% |
| 1Y | -28.0% | +20.9% | -48.9% | -34.6% |
| 3Y | +36.0% | +112.4% | -76.4% | -2.9% |
| All | +91.4% | +102.5% | -11.1% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling