-28.0%
ORCL vs STM
+107.3%
-135.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.6% |
| 7D | +5.3% | +5.8% | -0.5% | +3.9% |
| 30D | +10.0% | -1.0% | +11.0% | +10.0% |
| 3M | -32.6% | -33.3% | +0.7% | -27.2% |
| 6M | +4.9% | +57.4% | -52.4% | -6.7% |
| YTD | -17.8% | +102.2% | -119.9% | -30.4% |
| 1Y | -28.0% | +99.6% | -127.6% | -38.7% |
| All | -28.0% | +107.3% | -135.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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