+568.2%
ORCL vs STLA
+190.5%
+377.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.5% | -2.4% | -6.1% |
| 7D | -17.5% | -5.5% | -12.0% | -16.7% |
| 30D | -20.2% | -3.7% | -16.5% | -19.6% |
| 3M | -19.9% | -21.1% | +1.2% | -16.8% |
| 6M | -37.4% | -38.3% | +0.9% | -32.3% |
| YTD | -40.1% | -59.2% | +19.1% | -31.3% |
| 1Y | -53.4% | -56.7% | +3.3% | -47.2% |
| 3Y | +10.4% | -74.3% | +84.7% | +33.4% |
| 5Y | +29.8% | -70.2% | +100.0% | +49.9% |
| 10Y | +249.2% | +23.4% | +225.9% | +221.9% |
| All | +568.2% | +190.5% | +377.7% | +521.4% |
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 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