+272.7%
ORCL vs SPYG
+513.6%
-240.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -11.2% | -3.6% | -7.5% | -7.6% |
| 30D | -18.8% | -11.2% | -7.7% | -8.0% |
| 3M | -18.8% | -8.1% | -10.7% | -10.8% |
| 6M | -39.7% | -3.3% | -36.4% | -36.5% |
| YTD | -39.6% | +5.5% | -45.2% | -41.3% |
| 1Y | -51.7% | +7.0% | -58.7% | -53.5% |
| 3Y | +10.2% | +89.5% | -79.3% | -37.6% |
| 5Y | +30.8% | +63.3% | -32.5% | -16.3% |
| 10Y | +252.1% | +395.1% | -143.1% | -28.6% |
| All | +272.7% | +513.6% | -240.9% | -53.3% |
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