+42.7%
ORCL vs STZ
-29.4%
+72.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | +8.0% | +2.6% | +5.4% | +7.8% |
| 30D | -4.0% | +15.2% | -19.2% | -5.1% |
| 3M | -19.5% | +7.6% | -27.1% | -19.8% |
| 6M | -33.5% | +5.3% | -38.7% | -33.7% |
| YTD | -34.8% | +8.6% | -43.5% | -36.9% |
| 1Y | -41.6% | +15.6% | -57.2% | -44.4% |
| 3Y | +13.8% | -35.2% | +48.9% | +26.6% |
| All | +42.7% | -29.4% | +72.0% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling