+7,657.6%
ORCL vs STM
+1,727.7%
+5,930.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -12.4% | +5.5% | -2.2% |
| 7D | -17.5% | -20.1% | +2.6% | -10.3% |
| 30D | -20.2% | -32.0% | +11.8% | -7.9% |
| 3M | -19.9% | -24.2% | +4.2% | -11.7% |
| 6M | -37.4% | -29.9% | -7.5% | -31.0% |
| YTD | -40.1% | +54.9% | -95.0% | -52.2% |
| 1Y | -53.4% | +68.0% | -121.4% | -64.0% |
| 3Y | +10.4% | -0.1% | +10.6% | -3.3% |
| 5Y | +29.8% | -17.9% | +47.7% | +16.9% |
| 10Y | +249.2% | +392.2% | -143.0% | +26.5% |
| All | +7,657.6% | +1,727.7% | +5,930.0% | +1,406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling