+278.8%
ORCL vs SPYG
+524.9%
-246.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.7% |
| 7D | -6.5% | -1.9% | -4.6% | -4.6% |
| 30D | -16.6% | -9.2% | -7.4% | -7.6% |
| 3M | -21.6% | -6.8% | -14.8% | -15.1% |
| 6M | -39.4% | -2.6% | -36.8% | -36.5% |
| YTD | -38.7% | +7.5% | -46.1% | -41.4% |
| 1Y | -50.4% | +6.7% | -57.0% | -52.1% |
| 3Y | +8.1% | +90.1% | -82.0% | -39.0% |
| 5Y | +34.5% | +69.2% | -34.7% | -16.9% |
| 10Y | +246.0% | +391.9% | -145.9% | -29.3% |
| All | +278.8% | +524.9% | -246.1% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling