-51.7%
ORCL vs SPGI
+0.8%
-52.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -11.2% | +0.3% | -11.4% | -11.2% |
| 30D | -18.8% | +18.4% | -37.2% | -22.2% |
| 3M | -18.8% | +15.7% | -34.5% | -21.9% |
| 6M | -39.7% | +17.3% | -57.0% | -42.7% |
| YTD | -39.6% | -4.7% | -34.9% | -39.4% |
| 1Y | -51.7% | +1.8% | -53.6% | -47.5% |
| All | -51.7% | +0.8% | -52.5% | -47.5% |
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