+35.5%
ORCL vs STM
-9.8%
+45.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.8% | -3.6% | +1.2% |
| 7D | +0.5% | -5.6% | +6.1% | +2.0% |
| 30D | -15.3% | -14.4% | -0.8% | -11.6% |
| 3M | -18.2% | -20.5% | +2.2% | -13.1% |
| 6M | -38.4% | -24.5% | -13.9% | -34.9% |
| YTD | -37.7% | +72.7% | -110.4% | -48.7% |
| 1Y | -49.3% | +91.0% | -140.3% | -59.5% |
| 3Y | +10.6% | +13.5% | -2.9% | -2.8% |
| 5Y | +35.5% | -9.2% | +44.7% | +23.5% |
| All | +35.5% | -9.8% | +45.3% | +23.5% |
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