-50.4%
ORCL vs STZ
+17.1%
-67.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | +5.3% | -11.8% | -4.3% |
| 30D | -16.6% | +19.6% | -36.2% | -9.8% |
| 3M | -21.6% | +10.0% | -31.6% | -17.4% |
| 6M | -39.4% | -0.3% | -39.1% | -37.7% |
| YTD | -38.7% | +8.6% | -47.2% | -39.2% |
| 1Y | -50.4% | +16.6% | -66.9% | -48.3% |
| All | -50.4% | +17.1% | -67.4% | -48.3% |
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 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