+45.4%
ORCL vs STX
+493.0%
-447.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +10.4% | +16.8% | -6.5% | +5.6% |
| 30D | -11.2% | -27.0% | +15.8% | -3.5% |
| 3M | -16.8% | -37.9% | +21.1% | -6.6% |
| 6M | -31.5% | -32.5% | +1.0% | -26.0% |
| YTD | -33.9% | +98.6% | -132.5% | -48.8% |
| 1Y | -43.3% | +93.6% | -136.8% | -55.9% |
| 3Y | +16.5% | +699.1% | -682.6% | -44.9% |
| 5Y | +45.4% | +481.0% | -435.6% | -25.1% |
| All | +45.4% | +493.0% | -447.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling