+251.6%
ORCL vs SPYM
+316.3%
-64.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.8% | +0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -15.3% | -3.3% | -12.0% | -11.7% |
| 3M | -18.2% | -2.4% | -15.8% | -15.4% |
| 6M | -38.4% | +2.6% | -41.0% | -39.1% |
| YTD | -37.7% | +11.3% | -49.0% | -43.1% |
| 1Y | -49.3% | +13.5% | -62.7% | -54.5% |
| 3Y | +10.6% | +80.3% | -69.7% | -35.2% |
| 5Y | +35.5% | +72.7% | -37.2% | -17.3% |
| 10Y | +251.6% | +312.2% | -60.6% | -9.1% |
| All | +251.6% | +316.3% | -64.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling