-49.5%
ORCL vs STX
+119.7%
-169.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.1% | +6.2% | 0.0% |
| 7D | -14.4% | -20.2% | +5.8% | -9.8% |
| 30D | -12.8% | -37.2% | +24.4% | -3.8% |
| 3M | -14.8% | -34.1% | +19.3% | -7.7% |
| 6M | -30.9% | -24.5% | -6.4% | -27.2% |
| YTD | -35.7% | +102.9% | -138.6% | -44.7% |
| 1Y | -49.5% | +123.8% | -173.3% | -58.4% |
| All | -49.5% | +119.7% | -169.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 1y: compounded portfolio wealth divided by compounded STX 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…
1y analysis · Full analysis span regression · 6 months rolling