+10.2%
ORCL vs STT
+165.4%
-155.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -11.2% | -2.5% | -8.7% | -10.0% |
| 30D | -18.8% | -5.0% | -13.9% | -16.5% |
| 3M | -18.8% | -10.5% | -8.3% | -14.2% |
| 6M | -39.7% | +10.0% | -49.7% | -41.9% |
| YTD | -39.6% | +30.7% | -70.3% | -46.3% |
| 1Y | -51.7% | +43.8% | -95.5% | -58.8% |
| 3Y | +10.2% | +168.1% | -157.8% | -26.3% |
| All | +10.2% | +165.4% | -155.1% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling