-37.4%
ORCL vs SPGI
+18.0%
-55.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -6.9% |
| 7D | -17.5% | +2.6% | -20.0% | -17.5% |
| 30D | -20.2% | +19.3% | -39.4% | -21.2% |
| 3M | -19.9% | +15.5% | -35.4% | -20.9% |
| 6M | -37.4% | +18.3% | -55.8% | -38.3% |
| All | -37.4% | +18.0% | -55.4% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling