+24,338.5%
ORCL vs STT
+6,256.2%
+18,082.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.7% | -2.2% | -5.3% |
| 7D | -17.5% | -4.9% | -12.6% | -16.0% |
| 30D | -20.2% | -6.0% | -14.2% | -18.3% |
| 3M | -19.9% | -11.7% | -8.3% | -16.3% |
| 6M | -37.4% | +11.7% | -49.1% | -39.6% |
| YTD | -40.1% | +30.4% | -70.5% | -45.4% |
| 1Y | -53.4% | +43.9% | -97.3% | -58.9% |
| 3Y | +10.4% | +165.4% | -155.0% | -21.8% |
| 5Y | +29.8% | +101.0% | -71.2% | -2.1% |
| 10Y | +249.2% | +210.7% | +38.5% | +112.1% |
| All | +24,338.5% | +6,256.2% | +18,082.3% | +2,748.0% |
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