-51.7%
ORCL vs STZ
+13.3%
-65.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | 0.0% |
| 7D | -11.2% | +4.9% | -16.1% | -9.0% |
| 30D | -18.8% | +20.9% | -39.7% | -12.0% |
| 3M | -18.8% | +8.0% | -26.8% | -15.1% |
| 6M | -39.7% | -5.3% | -34.4% | -39.2% |
| YTD | -39.6% | +5.9% | -45.6% | -40.8% |
| 1Y | -51.7% | +14.2% | -66.0% | -50.7% |
| All | -51.7% | +13.3% | -65.0% | -50.7% |
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