+37,728.0%
ORCL vs STZ
+10,917.0%
+26,811.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.0% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | -6.6% | +14.9% | -21.5% | -10.0% |
| 3M | -11.4% | +8.4% | -19.9% | -13.8% |
| 6M | -33.3% | +2.8% | -36.1% | -34.6% |
| YTD | -33.3% | +7.5% | -40.8% | -36.1% |
| 1Y | -44.9% | +12.5% | -57.5% | -47.9% |
| 3Y | +17.6% | -35.4% | +53.0% | +26.1% |
| 5Y | +46.1% | -29.3% | +75.4% | +52.2% |
| 10Y | +277.8% | +11.8% | +266.0% | +241.8% |
| All | +37,728.0% | +10,917.0% | +26,811.0% | +9,154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling