+244.8%
ORCL vs STX
+1,948.1%
-1,703.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -11.2% | -28.5% | +17.3% | -2.7% |
| 30D | -18.8% | -42.9% | +24.1% | -5.5% |
| 3M | -18.8% | -45.9% | +27.1% | -5.3% |
| 6M | -39.7% | -41.3% | +1.6% | -32.3% |
| YTD | -39.6% | +67.9% | -107.6% | -50.8% |
| 1Y | -51.7% | +66.5% | -118.3% | -60.7% |
| 3Y | +10.2% | +588.0% | -577.7% | -42.7% |
| 5Y | +30.8% | +449.1% | -418.2% | -29.7% |
| All | +244.8% | +1,948.1% | -1,703.3% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling