-49.5%
ORCL vs SPGI
+3.2%
-52.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.6% |
| 7D | -14.4% | +7.2% | -21.6% | -15.8% |
| 30D | -12.8% | +23.2% | -36.1% | -17.2% |
| 3M | -14.8% | +17.0% | -31.8% | -18.2% |
| 6M | -30.9% | +20.4% | -51.3% | -34.7% |
| YTD | -35.7% | -1.9% | -33.8% | -35.9% |
| 1Y | -49.5% | +2.9% | -52.4% | -46.7% |
| All | -49.5% | +3.2% | -52.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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