+244.8%
ORCL vs STT
+204.5%
+40.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -11.2% | -2.5% | -8.7% | -10.2% |
| 30D | -18.8% | -5.0% | -13.9% | -17.0% |
| 3M | -18.8% | -10.5% | -8.3% | -15.1% |
| 6M | -39.7% | +10.0% | -49.7% | -41.7% |
| YTD | -39.6% | +30.7% | -70.3% | -45.3% |
| 1Y | -51.7% | +43.8% | -95.5% | -57.8% |
| 3Y | +10.2% | +168.1% | -157.8% | -24.0% |
| 5Y | +30.8% | +101.4% | -70.6% | -3.6% |
| All | +244.8% | +204.5% | +40.3% | +111.3% |
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