+10.6%
ORCL vs SPMO
+122.4%
-111.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | -1.7% |
| 7D | +0.5% | -1.9% | +2.4% | +2.6% |
| 30D | -15.3% | -14.1% | -1.2% | +0.7% |
| 3M | -18.2% | -13.1% | -5.1% | -3.8% |
| 6M | -38.4% | -9.4% | -29.0% | -32.0% |
| YTD | -37.7% | +9.5% | -47.2% | -45.4% |
| 1Y | -49.3% | +10.5% | -59.8% | -55.8% |
| 3Y | +10.6% | +124.4% | -113.8% | -50.5% |
| All | +10.6% | +122.4% | -111.8% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling