+16.5%
ORCL vs STZ
-35.6%
+52.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +8.7% |
| 7D | +3.8% | -0.9% | +4.7% | +3.7% |
| 30D | -6.6% | +14.9% | -21.5% | -5.6% |
| 3M | -11.4% | +8.4% | -19.9% | -10.5% |
| 6M | -33.3% | +2.8% | -36.1% | -32.5% |
| YTD | -33.3% | +7.5% | -40.8% | -34.0% |
| 1Y | -44.9% | +12.5% | -57.5% | -45.9% |
| All | +16.5% | -35.6% | +52.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling