+194.3%
ORCL vs SPOT
+263.5%
-69.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | -11.2% | +1.6% | -12.8% | -11.4% |
| 30D | -18.8% | +17.6% | -36.4% | -21.3% |
| 3M | -18.8% | +26.9% | -45.7% | -22.7% |
| 6M | -39.7% | +41.8% | -81.5% | -44.0% |
| YTD | -39.6% | +3.8% | -43.5% | -41.1% |
| 1Y | -51.7% | -2.5% | -49.3% | -52.4% |
| 3Y | +10.2% | +260.6% | -250.3% | -13.2% |
| 5Y | +30.8% | +108.6% | -77.8% | +6.1% |
| All | +194.3% | +263.5% | -69.1% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling