+91.4%
ORCL vs SPGI
+8.3%
+83.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.8% |
| 7D | +5.3% | +0.1% | +5.1% | +5.1% |
| 30D | +10.0% | +8.4% | +1.6% | +5.9% |
| 3M | -32.6% | +11.8% | -44.4% | -36.7% |
| 6M | +4.9% | +5.7% | -0.8% | +1.4% |
| YTD | -17.8% | -9.7% | -8.1% | -14.8% |
| 1Y | -28.0% | -12.5% | -15.5% | -24.7% |
| 3Y | +36.0% | +21.8% | +14.2% | +18.4% |
| All | +91.4% | +8.3% | +83.2% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling