+29.8%
ORCL vs STLD
+268.5%
-238.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.6% | +0.7% | -4.8% |
| 7D | -17.5% | -12.5% | -5.0% | -14.3% |
| 30D | -20.2% | -6.8% | -13.3% | -18.5% |
| 3M | -19.9% | -16.4% | -3.6% | -16.1% |
| 6M | -37.4% | -6.1% | -31.3% | -36.8% |
| YTD | -40.1% | +32.0% | -72.1% | -45.4% |
| 1Y | -53.4% | +45.5% | -98.9% | -58.8% |
| 3Y | +10.4% | +106.5% | -96.1% | -12.8% |
| 5Y | +29.8% | +267.2% | -237.4% | -13.2% |
| All | +29.8% | +268.5% | -238.7% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling