+10.2%
ORCL vs SPOT
+255.6%
-245.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -11.2% | +1.6% | -12.8% | -11.4% |
| 30D | -18.8% | +17.6% | -36.4% | -21.8% |
| 3M | -18.8% | +26.9% | -45.7% | -23.7% |
| 6M | -39.7% | +41.8% | -81.5% | -45.4% |
| YTD | -39.6% | +3.8% | -43.5% | -41.2% |
| 1Y | -51.7% | -2.5% | -49.3% | -52.2% |
| 3Y | +10.2% | +260.6% | -250.3% | -17.8% |
| All | +10.2% | +255.6% | -245.4% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling