+8.1%
ORCL vs STLA
-74.3%
+82.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.9% |
| 7D | -6.5% | -4.9% | -1.6% | -5.7% |
| 30D | -16.6% | -4.9% | -11.7% | -16.0% |
| 3M | -21.6% | -23.7% | +2.1% | -18.6% |
| 6M | -39.4% | -45.0% | +5.6% | -34.1% |
| YTD | -38.7% | -60.9% | +22.2% | -30.7% |
| 1Y | -50.4% | -58.9% | +8.5% | -44.4% |
| 3Y | +8.1% | -74.4% | +82.5% | +28.7% |
| All | +8.1% | -74.3% | +82.4% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling