+1,219.8%
ORCL vs STX
+9,423.5%
-8,203.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -6.5% | -17.3% | +10.8% | -2.6% |
| 30D | -16.6% | -35.9% | +19.4% | -7.7% |
| 3M | -21.6% | -37.3% | +15.7% | -13.6% |
| 6M | -39.4% | -35.8% | -3.5% | -34.4% |
| YTD | -38.7% | +82.7% | -121.4% | -49.0% |
| 1Y | -50.4% | +71.6% | -122.0% | -58.2% |
| 3Y | +8.1% | +635.3% | -627.2% | -36.3% |
| 5Y | +34.5% | +483.8% | -449.2% | -18.5% |
| 10Y | +246.0% | +1,967.8% | -1,721.8% | +51.9% |
| All | +1,219.8% | +9,423.5% | -8,203.7% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling