+94.3%
ORCL vs SPYG
+84.3%
+10.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.9% |
| 7D | +15.0% | +1.2% | +13.8% | +13.6% |
| 30D | +10.5% | -1.6% | +12.1% | +12.6% |
| 3M | -23.0% | +3.4% | -26.4% | -25.1% |
| 6M | +7.0% | +18.9% | -11.9% | -8.6% |
| YTD | -15.8% | +13.8% | -29.6% | -24.7% |
| 1Y | -31.1% | +20.6% | -51.7% | -41.3% |
| 3Y | +33.3% | +100.5% | -67.2% | -23.9% |
| 5Y | +94.3% | +84.6% | +9.7% | +19.9% |
| All | +94.3% | +84.3% | +10.0% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling