+8,514.4%
ORCL vs SPG
+5,805.1%
+2,709.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -11.2% | +4.9% | -16.1% | -12.3% |
| 30D | -18.8% | +15.6% | -34.4% | -22.0% |
| 3M | -18.8% | +4.1% | -22.9% | -19.8% |
| 6M | -39.7% | +13.6% | -53.3% | -42.2% |
| YTD | -39.6% | +27.5% | -67.2% | -44.1% |
| 1Y | -51.7% | +32.2% | -84.0% | -55.8% |
| 3Y | +10.2% | +126.0% | -115.8% | -13.2% |
| 5Y | +30.8% | +74.7% | -43.9% | +9.0% |
| 10Y | +252.1% | +112.8% | +139.2% | +151.6% |
| All | +8,514.4% | +5,805.1% | +2,709.3% | +2,357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling