+30.6%
ORCL vs SPYM
+68.0%
-37.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.4% |
| 7D | -11.2% | -2.7% | -8.5% | -7.9% |
| 30D | -18.8% | -5.4% | -13.5% | -12.5% |
| 3M | -18.8% | -4.1% | -14.7% | -13.6% |
| 6M | -39.7% | +0.8% | -40.5% | -39.1% |
| YTD | -39.6% | +8.8% | -48.4% | -44.0% |
| 1Y | -51.7% | +11.0% | -62.7% | -56.2% |
| 3Y | +10.2% | +75.5% | -65.3% | -36.2% |
| All | +30.6% | +68.0% | -37.4% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling