+346.9%
ORCL vs STZ
-9.3%
+356.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +5.3% | -1.9% | +7.2% | +5.7% |
| 30D | +10.0% | -1.9% | +11.8% | +10.3% |
| 3M | -32.6% | -6.2% | -26.3% | -31.8% |
| 6M | +4.9% | -14.0% | +18.9% | +7.8% |
| YTD | -17.8% | -5.1% | -12.6% | -18.9% |
| 1Y | -28.0% | -9.6% | -18.4% | -28.1% |
| 3Y | +36.0% | -47.2% | +83.3% | +59.4% |
| 5Y | +88.7% | -33.6% | +122.3% | +102.3% |
| All | +346.9% | -9.3% | +356.2% | +320.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling