+42.7%
ORCL vs STM
-5.1%
+47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +8.0% | +12.0% | -4.0% | +4.5% |
| 30D | -4.0% | -0.4% | -3.6% | -4.1% |
| 3M | -19.5% | -13.2% | -6.3% | -16.4% |
| 6M | -33.5% | -26.1% | -7.4% | -29.2% |
| YTD | -34.8% | +81.2% | -116.0% | -47.1% |
| 1Y | -41.6% | +98.3% | -139.9% | -53.9% |
| 3Y | +13.8% | +16.7% | -3.0% | -0.7% |
| All | +42.7% | -5.1% | +47.7% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling