+33,471.1%
ORCL vs STT
+7,372.9%
+26,098.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | +0.5% | +4.8% | +5.2% |
| 30D | +10.0% | +3.9% | +6.1% | +8.6% |
| 3M | -32.6% | +20.0% | -52.5% | -36.7% |
| 6M | +4.9% | +55.3% | -50.4% | -9.9% |
| YTD | -17.8% | +53.3% | -71.1% | -29.2% |
| 1Y | -28.0% | +74.7% | -102.7% | -40.9% |
| 3Y | +36.0% | +205.8% | -169.8% | -8.5% |
| 5Y | +88.7% | +145.0% | -56.3% | +32.6% |
| 10Y | +346.9% | +266.0% | +80.9% | +155.9% |
| All | +33,471.1% | +7,372.9% | +26,098.2% | +3,592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling