+91.4%
ORCL vs STM
+20.8%
+70.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.6% |
| 7D | +5.3% | +5.8% | -0.5% | +3.7% |
| 30D | +10.0% | -1.0% | +11.0% | +10.1% |
| 3M | -32.6% | -33.3% | +0.7% | -25.9% |
| 6M | +4.9% | +57.4% | -52.4% | -10.2% |
| YTD | -17.8% | +102.2% | -119.9% | -34.8% |
| 1Y | -28.0% | +99.6% | -127.6% | -43.1% |
| 3Y | +36.0% | +14.5% | +21.5% | +20.2% |
| All | +91.4% | +20.8% | +70.7% | +64.5% |
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