+1,669.7%
ORCL vs STX
+16,011.1%
-14,341.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.3% | +1.6% |
| 7D | +5.3% | +2.4% | +2.9% | +4.7% |
| 30D | +10.0% | +1.4% | +8.6% | +9.1% |
| 3M | -32.6% | -8.2% | -24.4% | -32.3% |
| 6M | +4.9% | +127.0% | -122.1% | -15.0% |
| YTD | -17.8% | +209.1% | -226.9% | -39.0% |
| 1Y | -28.0% | +365.4% | -393.4% | -52.0% |
| 3Y | +36.0% | +1,135.4% | -1,099.4% | -28.6% |
| 5Y | +88.7% | +991.5% | -902.8% | -0.6% |
| 10Y | +346.9% | +3,695.8% | -3,348.9% | +71.7% |
| All | +1,669.7% | +16,011.1% | -14,341.4% | +276.7% |
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