+246.0%
ORCL vs STT
+198.3%
+47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -6.5% | +1.1% | -7.6% | -6.9% |
| 30D | -16.6% | -1.9% | -14.7% | -15.7% |
| 3M | -21.6% | -7.6% | -14.0% | -19.1% |
| 6M | -39.4% | +16.0% | -55.3% | -42.5% |
| YTD | -38.7% | +36.2% | -74.8% | -45.3% |
| 1Y | -50.4% | +46.8% | -97.1% | -56.9% |
| 3Y | +8.1% | +177.8% | -169.7% | -26.5% |
| 5Y | +34.5% | +105.8% | -71.3% | -1.8% |
| 10Y | +246.0% | +197.6% | +48.4% | +109.3% |
| All | +246.0% | +198.3% | +47.7% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling