+251.6%
ORCL vs STLD
+779.4%
-527.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.6% |
| 7D | +0.5% | -9.7% | +10.1% | +3.2% |
| 30D | -15.3% | -4.5% | -10.7% | -14.2% |
| 3M | -18.2% | -13.1% | -5.1% | -15.3% |
| 6M | -38.4% | -2.8% | -35.7% | -38.4% |
| YTD | -37.7% | +35.3% | -73.1% | -43.3% |
| 1Y | -49.3% | +51.4% | -100.6% | -55.3% |
| 3Y | +10.6% | +117.9% | -107.3% | -12.6% |
| 5Y | +35.5% | +272.6% | -237.1% | -9.7% |
| 10Y | +251.6% | +782.2% | -530.6% | +79.0% |
| All | +251.6% | +779.4% | -527.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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