-28.0%
ORCL vs STZ
-10.2%
-17.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +2.8% |
| 7D | +5.3% | -1.9% | +7.2% | +4.6% |
| 30D | +10.0% | -1.9% | +11.8% | +9.5% |
| 3M | -32.6% | -6.2% | -26.3% | -33.6% |
| 6M | +4.9% | -14.0% | +18.9% | +0.7% |
| YTD | -17.8% | -5.1% | -12.6% | -20.6% |
| 1Y | -28.0% | -9.6% | -18.4% | -33.2% |
| All | -28.0% | -10.2% | -17.8% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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