+217.8%
ORCL vs SPOT
+269.3%
-51.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.8% |
| 7D | +8.0% | +1.6% | +6.4% | +7.7% |
| 30D | -4.0% | +16.9% | -20.9% | -6.8% |
| 3M | -19.5% | +23.0% | -42.4% | -22.9% |
| 6M | -33.5% | +42.2% | -75.6% | -38.2% |
| YTD | -34.8% | +5.5% | -40.3% | -36.6% |
| 1Y | -41.6% | -5.1% | -36.5% | -42.1% |
| 3Y | +13.8% | +257.9% | -244.1% | -10.3% |
| 5Y | +43.4% | +118.4% | -75.0% | +15.6% |
| All | +217.8% | +269.3% | -51.5% | +104.0% |
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