+244.8%
ORCL vs STLA
+18.3%
+226.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | -4.5% | -6.6% | -10.3% |
| 30D | -18.8% | -3.9% | -14.9% | -18.1% |
| 3M | -18.8% | -20.2% | +1.4% | -14.8% |
| 6M | -39.7% | -42.2% | +2.4% | -32.3% |
| YTD | -39.6% | -59.3% | +19.7% | -27.7% |
| 1Y | -51.7% | -56.1% | +4.3% | -43.5% |
| 3Y | +10.2% | -73.7% | +83.9% | +41.1% |
| 5Y | +30.8% | -70.3% | +101.1% | +57.4% |
| All | +244.8% | +18.3% | +226.4% | +225.1% |
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