+35.5%
ORCL vs STT
+108.8%
-73.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | 0.0% | +1.9% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | -15.3% | -2.3% | -13.0% | -14.3% |
| 3M | -18.2% | -7.0% | -11.2% | -15.7% |
| 6M | -38.4% | +15.5% | -53.9% | -41.5% |
| YTD | -37.7% | +35.6% | -73.3% | -44.4% |
| 1Y | -49.3% | +47.9% | -97.1% | -56.1% |
| 3Y | +10.6% | +181.1% | -170.5% | -24.6% |
| 5Y | +35.5% | +108.2% | -72.7% | -2.7% |
| All | +35.5% | +108.8% | -73.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling