-28.0%
ORCL vs STT
+75.3%
-103.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | +0.5% | +4.8% | +5.1% |
| 30D | +10.0% | +3.9% | +6.1% | +8.5% |
| 3M | -32.6% | +20.0% | -52.5% | -36.2% |
| 6M | +4.9% | +55.3% | -50.4% | -7.5% |
| YTD | -17.8% | +53.3% | -71.1% | -27.0% |
| 1Y | -28.0% | +74.7% | -102.7% | -26.7% |
| All | -28.0% | +75.3% | -103.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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