+13.8%
ORCL vs SYY
+24.4%
-10.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.2% |
| 7D | +8.0% | +0.3% | +7.7% | +8.0% |
| 30D | -4.0% | -4.8% | +0.8% | -4.6% |
| 3M | -19.5% | -7.1% | -12.4% | -20.1% |
| 6M | -33.5% | +6.8% | -40.3% | -33.1% |
| YTD | -34.8% | +7.7% | -42.5% | -34.2% |
| 1Y | -41.6% | +5.7% | -47.3% | -41.0% |
| 3Y | +13.8% | +24.6% | -10.8% | +0.4% |
| All | +13.8% | +24.4% | -10.7% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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