+817.9%
ORCL vs STLA
+263.8%
+554.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.9% |
| 7D | +5.3% | +2.6% | +2.7% | +4.8% |
| 30D | +10.0% | -1.2% | +11.2% | +10.2% |
| 3M | -32.6% | -24.8% | -7.8% | -29.4% |
| 6M | +4.9% | -25.6% | +30.5% | +9.8% |
| YTD | -17.8% | -48.9% | +31.2% | -9.1% |
| 1Y | -28.0% | -38.8% | +10.8% | -23.5% |
| 3Y | +36.0% | -64.5% | +100.6% | +55.4% |
| 5Y | +88.7% | -62.4% | +151.2% | +109.7% |
| 10Y | +346.9% | +55.4% | +291.5% | +296.3% |
| All | +817.9% | +263.8% | +554.1% | +722.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling