+32.7%
ORCL vs SPY
+77.4%
-44.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.7% |
| 7D | +5.3% | +0.1% | +5.1% | +5.2% |
| 30D | +10.0% | +0.1% | +9.9% | +10.2% |
| 3M | -32.6% | +2.0% | -34.6% | -34.0% |
| 6M | +4.9% | +13.0% | -8.1% | -11.1% |
| YTD | -17.8% | +13.5% | -31.3% | -30.5% |
| 1Y | -28.0% | +20.0% | -48.0% | -43.5% |
| All | +32.7% | +77.4% | -44.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling