+346.9%
ORCL vs STLA
+54.0%
+292.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.8% |
| 7D | +5.3% | +2.6% | +2.7% | +4.7% |
| 30D | +10.0% | -1.2% | +11.2% | +10.2% |
| 3M | -32.6% | -24.8% | -7.8% | -28.3% |
| 6M | +4.9% | -25.6% | +30.5% | +11.4% |
| YTD | -17.8% | -48.9% | +31.2% | -6.2% |
| 1Y | -28.0% | -38.8% | +10.8% | -22.3% |
| 3Y | +36.0% | -64.5% | +100.6% | +62.3% |
| 5Y | +88.7% | -62.4% | +151.2% | +115.5% |
| All | +346.9% | +54.0% | +292.9% | +271.4% |
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