+24,338.5%
ORCL vs SPGI
+15,015.0%
+9,323.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -6.1% |
| 7D | -17.5% | +2.6% | -20.0% | -18.5% |
| 30D | -20.2% | +19.3% | -39.4% | -26.4% |
| 3M | -19.9% | +15.5% | -35.4% | -25.3% |
| 6M | -37.4% | +18.3% | -55.8% | -42.7% |
| YTD | -40.1% | -3.8% | -36.3% | -40.3% |
| 1Y | -53.4% | +1.3% | -54.7% | -54.7% |
| 3Y | +10.4% | +33.6% | -23.2% | -5.5% |
| 5Y | +29.8% | +13.2% | +16.6% | +17.9% |
| 10Y | +249.2% | +346.3% | -97.1% | +69.7% |
| All | +24,338.5% | +15,015.0% | +9,323.6% | +1,592.2% |
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