+1,478.3%
ORCL vs SPYM
+829.4%
+648.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | +5.3% | +0.1% | +5.1% | +5.2% |
| 30D | +10.0% | +0.1% | +9.9% | +10.1% |
| 3M | -32.6% | +2.0% | -34.6% | -33.4% |
| 6M | +4.9% | +13.1% | -8.1% | -5.6% |
| YTD | -17.8% | +13.6% | -31.4% | -26.2% |
| 1Y | -28.0% | +20.1% | -48.1% | -38.5% |
| 3Y | +36.0% | +77.6% | -41.5% | -17.1% |
| 5Y | +88.7% | +82.5% | +6.2% | +12.1% |
| 10Y | +346.9% | +317.6% | +29.3% | +25.7% |
| All | +1,478.3% | +829.4% | +648.9% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling