-41.6%
ORCL vs SPYG
+8.5%
-50.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | +0.2% |
| 7D | +8.0% | +2.3% | +5.6% | +3.9% |
| 30D | -4.0% | -6.5% | +2.5% | +8.4% |
| 3M | -19.5% | -6.8% | -12.6% | -7.7% |
| 6M | -33.5% | -3.1% | -30.3% | -27.2% |
| YTD | -34.8% | +8.0% | -42.8% | -38.0% |
| 1Y | -41.6% | +10.2% | -51.8% | -46.1% |
| All | -41.6% | +8.5% | -50.1% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling