+244.8%
ORCL vs STLD
+868.9%
-624.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -11.2% | -11.1% | 0.0% | -8.3% |
| 30D | -18.8% | -4.8% | -14.0% | -17.7% |
| 3M | -18.8% | -14.6% | -4.2% | -15.5% |
| 6M | -39.7% | -7.4% | -32.3% | -38.9% |
| YTD | -39.6% | +32.6% | -72.2% | -44.7% |
| 1Y | -51.7% | +47.3% | -99.1% | -57.1% |
| 3Y | +10.2% | +107.5% | -97.3% | -11.8% |
| 5Y | +30.8% | +268.8% | -238.0% | -12.4% |
| All | +244.8% | +868.9% | -624.1% | +72.3% |
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