-50.4%
ORCL vs SPMO
+9.0%
-59.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -6.5% | -2.6% | -3.9% | -4.0% |
| 30D | -16.6% | -14.2% | -2.3% | -2.3% |
| 3M | -21.6% | -12.7% | -8.9% | -9.5% |
| 6M | -39.4% | -9.6% | -29.8% | -33.6% |
| YTD | -38.7% | +9.3% | -48.0% | -46.9% |
| 1Y | -50.4% | +8.2% | -58.6% | -56.4% |
| All | -50.4% | +9.0% | -59.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling