+246.0%
ORCL vs STZ
+11.6%
+234.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | +5.3% | -11.8% | -7.6% |
| 30D | -16.6% | +19.6% | -36.2% | -20.3% |
| 3M | -21.6% | +10.0% | -31.6% | -23.8% |
| 6M | -39.4% | -0.3% | -39.1% | -39.9% |
| YTD | -38.7% | +8.6% | -47.2% | -41.7% |
| 1Y | -50.4% | +16.6% | -66.9% | -54.0% |
| 3Y | +8.1% | -34.8% | +42.9% | +19.0% |
| 5Y | +34.5% | -27.8% | +62.4% | +41.6% |
| 10Y | +246.0% | +12.5% | +233.5% | +214.3% |
| All | +246.0% | +11.6% | +234.5% | +214.3% |
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