+199.1%
ORCL vs SPOT
+265.4%
-66.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -6.5% | +1.0% | -7.5% | -6.7% |
| 30D | -16.6% | +14.6% | -31.1% | -18.7% |
| 3M | -21.6% | +18.4% | -40.0% | -24.4% |
| 6M | -39.4% | +45.1% | -84.4% | -43.9% |
| YTD | -38.7% | +4.4% | -43.1% | -40.2% |
| 1Y | -50.4% | -2.7% | -47.7% | -51.0% |
| 3Y | +8.1% | +254.6% | -246.5% | -14.6% |
| 5Y | +34.5% | +124.8% | -90.2% | +8.0% |
| All | +199.1% | +265.4% | -66.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling