+33,471.1%
ORCL vs SPGI
+14,090.3%
+19,380.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | -32.6% | +11.8% | -44.4% | -36.4% |
| 6M | +4.9% | +5.7% | -0.8% | +1.6% |
| YTD | -17.8% | -9.7% | -8.1% | -15.2% |
| 1Y | -28.0% | -12.5% | -15.5% | -25.4% |
| 3Y | +36.0% | +21.8% | +14.2% | +21.7% |
| 5Y | +88.7% | +8.2% | +80.5% | +75.4% |
| 10Y | +346.9% | +309.5% | +37.4% | +126.6% |
| All | +33,471.1% | +14,090.3% | +19,380.8% | +2,302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling