-44.9%
ORCL vs STM
+95.6%
-140.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +7.7% |
| 7D | +3.8% | +1.4% | +2.3% | +3.2% |
| 30D | -6.6% | -8.4% | +1.8% | -4.4% |
| 3M | -11.4% | -15.8% | +4.4% | -7.5% |
| 6M | -33.3% | -22.8% | -10.5% | -29.6% |
| YTD | -33.3% | +79.4% | -112.6% | -46.1% |
| 1Y | -44.9% | +97.0% | -141.9% | -56.7% |
| All | -44.9% | +95.6% | -140.5% | -56.7% |
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