-41.6%
ORCL vs STM
+94.3%
-135.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +8.0% | +12.0% | -4.0% | +4.3% |
| 30D | -4.0% | -0.4% | -3.6% | -4.1% |
| 3M | -19.5% | -13.2% | -6.3% | -16.6% |
| 6M | -33.5% | -26.1% | -7.4% | -29.1% |
| YTD | -34.8% | +81.2% | -116.0% | -47.2% |
| 1Y | -41.6% | +98.3% | -139.9% | -54.4% |
| All | -41.6% | +94.3% | -135.9% | -54.4% |
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