-41.6%
ORCL vs STLD
+46.8%
-88.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -0.7% |
| 7D | +8.0% | +2.9% | +5.0% | +7.3% |
| 30D | -4.0% | -5.6% | +1.6% | -2.8% |
| 3M | -19.5% | -11.7% | -7.7% | -18.0% |
| 6M | -33.5% | -2.8% | -30.7% | -33.5% |
| YTD | -34.8% | +36.4% | -71.3% | -33.9% |
| 1Y | -41.6% | +50.0% | -91.6% | -40.3% |
| All | -41.6% | +46.8% | -88.4% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling