+203.7%
ORCL vs SPOT
+267.1%
-63.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | +0.5% | +2.5% | -2.1% | +0.1% |
| 30D | -15.3% | +15.1% | -30.4% | -17.6% |
| 3M | -18.2% | +24.8% | -43.0% | -21.9% |
| 6M | -38.4% | +45.8% | -84.2% | -43.1% |
| YTD | -37.7% | +4.9% | -42.6% | -39.3% |
| 1Y | -49.3% | -1.3% | -48.0% | -50.0% |
| 3Y | +10.6% | +257.7% | -247.1% | -12.8% |
| 5Y | +35.5% | +118.5% | -83.0% | +9.2% |
| All | +203.7% | +267.1% | -63.5% | +95.1% |
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