+11,637.7%
ORCL vs SPG
+5,256.9%
+6,380.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +5.3% | -2.4% | +7.6% | +5.9% |
| 30D | +10.0% | -6.8% | +16.8% | +12.0% |
| 3M | -32.6% | +2.7% | -35.3% | -33.4% |
| 6M | +4.9% | +5.5% | -0.5% | +2.7% |
| YTD | -17.8% | +15.7% | -33.5% | -21.7% |
| 1Y | -28.0% | +20.9% | -48.9% | -32.5% |
| 3Y | +36.0% | +112.4% | -76.4% | +9.0% |
| 5Y | +88.7% | +101.4% | -12.6% | +51.7% |
| 10Y | +346.9% | +60.6% | +286.3% | +247.7% |
| All | +11,637.7% | +5,256.9% | +6,380.8% | +3,342.0% |
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 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