-49.6%
ORCL vs STLA
-57.6%
+8.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +0.5% | -6.4% | +6.8% | +1.2% |
| 30D | -15.3% | -1.3% | -13.9% | -15.5% |
| 3M | -18.2% | -19.9% | +1.7% | -17.6% |
| 6M | -38.4% | -42.9% | +4.5% | -37.5% |
| YTD | -37.7% | -59.4% | +21.7% | -38.6% |
| All | -49.6% | -57.6% | +8.0% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling