+30.6%
ORCL vs SPGI
+11.1%
+19.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -11.2% | +0.3% | -11.4% | -11.4% |
| 30D | -18.8% | +18.4% | -37.2% | -25.1% |
| 3M | -18.8% | +15.7% | -34.5% | -24.5% |
| 6M | -39.7% | +17.3% | -57.0% | -44.9% |
| YTD | -39.6% | -4.7% | -34.9% | -39.2% |
| 1Y | -51.7% | +1.8% | -53.6% | -53.2% |
| 3Y | +10.2% | +31.7% | -21.5% | -8.4% |
| All | +30.6% | +11.1% | +19.4% | +21.2% |
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