-51.7%
ORCL vs STM
+75.4%
-127.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.5% |
| 7D | -11.2% | -10.7% | -0.4% | -8.2% |
| 30D | -18.8% | -25.7% | +6.9% | -11.8% |
| 3M | -18.8% | -21.6% | +2.8% | -13.3% |
| 6M | -39.7% | -27.8% | -11.9% | -35.0% |
| YTD | -39.6% | +61.8% | -101.4% | -49.9% |
| 1Y | -51.7% | +78.1% | -129.8% | -61.2% |
| All | -51.7% | +75.4% | -127.2% | -61.2% |
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