+407.9%
ORCL vs SPYG
+564.9%
-157.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +5.3% | +0.4% | +4.9% | +5.0% |
| 30D | +10.0% | -0.4% | +10.4% | +10.7% |
| 3M | -32.6% | +0.5% | -33.1% | -32.4% |
| 6M | +4.9% | +17.5% | -12.5% | -9.2% |
| YTD | -17.8% | +14.3% | -32.1% | -26.7% |
| 1Y | -28.0% | +21.7% | -49.7% | -39.2% |
| 3Y | +36.0% | +98.6% | -62.6% | -27.1% |
| 5Y | +88.7% | +85.1% | +3.6% | +5.6% |
| 10Y | +346.9% | +412.0% | -65.1% | -13.0% |
| All | +407.9% | +564.9% | -157.0% | -41.7% |
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