+301.1%
ORCL vs SPOT
+227.0%
+74.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.2% | +3.6% |
| 7D | +5.3% | -0.9% | +6.2% | +5.4% |
| 30D | +10.0% | +12.5% | -2.5% | +7.5% |
| 3M | -32.6% | +9.9% | -42.5% | -33.9% |
| 6M | +4.9% | +1.6% | +3.4% | +3.8% |
| YTD | -17.8% | -6.6% | -11.2% | -17.8% |
| 1Y | -28.0% | -22.9% | -5.1% | -25.7% |
| 3Y | +36.0% | +244.3% | -208.3% | +8.6% |
| 5Y | +88.7% | +117.8% | -29.1% | +53.3% |
| All | +301.1% | +227.0% | +74.1% | +164.3% |
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 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