+270.3%
ORCL vs STLD
+761.4%
-491.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -0.5% |
| 7D | +8.0% | +2.9% | +5.0% | +7.1% |
| 30D | -4.0% | -5.6% | +1.6% | -2.5% |
| 3M | -19.5% | -11.7% | -7.7% | -17.0% |
| 6M | -33.5% | -2.8% | -30.7% | -33.4% |
| YTD | -34.8% | +36.4% | -71.3% | -40.8% |
| 1Y | -41.6% | +50.0% | -91.6% | -48.4% |
| 3Y | +13.8% | +122.3% | -108.5% | -10.7% |
| 5Y | +43.4% | +273.2% | -229.8% | -4.6% |
| All | +270.3% | +761.4% | -491.2% | +88.4% |
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