+270.3%
ORCL vs STT
+198.3%
+72.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +8.0% | +4.8% | +3.2% | +6.1% |
| 30D | -4.0% | +3.9% | -7.9% | -5.2% |
| 3M | -19.5% | -8.2% | -11.3% | -16.6% |
| 6M | -33.5% | +15.6% | -49.1% | -36.8% |
| YTD | -34.8% | +37.6% | -72.5% | -42.1% |
| 1Y | -41.6% | +50.1% | -91.7% | -49.8% |
| 3Y | +13.8% | +183.1% | -169.3% | -23.2% |
| 5Y | +43.4% | +104.8% | -61.5% | +4.9% |
| All | +270.3% | +198.3% | +72.0% | +121.5% |
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