+275.4%
ORCL vs SPYG
+397.7%
-122.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | +10.4% | +4.2% | +6.2% | +6.2% |
| 30D | -11.2% | -7.4% | -3.8% | -3.8% |
| 3M | -16.8% | -5.3% | -11.5% | -11.4% |
| 6M | -31.5% | -1.2% | -30.3% | -29.2% |
| YTD | -33.9% | +9.0% | -42.9% | -37.3% |
| 1Y | -43.3% | +8.8% | -52.1% | -45.9% |
| 3Y | +16.5% | +92.8% | -76.3% | -30.1% |
| 5Y | +45.4% | +69.3% | -23.9% | -3.6% |
| All | +275.4% | +397.7% | -122.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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