+246.0%
ORCL vs SPY
+304.1%
-58.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -6.5% | -0.6% | -5.9% | -5.8% |
| 30D | -16.6% | -3.7% | -12.9% | -12.7% |
| 3M | -21.6% | -2.7% | -18.9% | -18.6% |
| 6M | -39.4% | +2.2% | -41.5% | -39.8% |
| YTD | -38.7% | +10.8% | -49.5% | -43.7% |
| 1Y | -50.4% | +11.2% | -61.6% | -54.5% |
| 3Y | +8.1% | +76.5% | -68.4% | -35.5% |
| 5Y | +34.5% | +72.9% | -38.4% | -18.1% |
| 10Y | +246.0% | +304.8% | -58.8% | -10.1% |
| All | +246.0% | +304.1% | -58.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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