+251.6%
ORCL vs STLA
+21.0%
+230.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +0.5% | -6.4% | +6.8% | +1.9% |
| 30D | -15.3% | -1.3% | -13.9% | -15.1% |
| 3M | -18.2% | -19.9% | +1.7% | -14.3% |
| 6M | -38.4% | -42.9% | +4.5% | -30.6% |
| YTD | -37.7% | -59.4% | +21.7% | -25.3% |
| 1Y | -49.3% | -56.8% | +7.6% | -40.3% |
| 3Y | +10.6% | -73.1% | +83.7% | +40.7% |
| 5Y | +35.5% | -70.1% | +105.6% | +62.7% |
| 10Y | +251.6% | +19.8% | +231.8% | +227.8% |
| All | +251.6% | +21.0% | +230.6% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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