+3,517.7%
ORCL vs STLD
+8,684.3%
-5,166.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.5% |
| 7D | +5.3% | +3.1% | +2.1% | +4.4% |
| 30D | +10.0% | -9.0% | +19.0% | +12.5% |
| 3M | -32.6% | -12.4% | -20.2% | -30.6% |
| 6M | +4.9% | +25.5% | -20.6% | -1.6% |
| YTD | -17.8% | +43.6% | -61.4% | -26.0% |
| 1Y | -28.0% | +87.2% | -115.2% | -39.6% |
| 3Y | +36.0% | +135.2% | -99.2% | +5.9% |
| 5Y | +88.7% | +290.9% | -202.2% | +24.8% |
| 10Y | +346.9% | +1,113.5% | -766.6% | +104.0% |
| All | +3,517.7% | +8,684.3% | -5,166.6% | +585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling