+20.0%
SPY vs ORCL
-27.7%
+47.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | +0.1% | +5.3% | -5.1% | -0.3% |
| 30D | +0.1% | +10.0% | -9.9% | -0.7% |
| 3M | +2.0% | -32.6% | +34.6% | +4.2% |
| 6M | +13.0% | +4.9% | +8.1% | +12.2% |
| YTD | +13.5% | -17.8% | +31.3% | +13.5% |
| 1Y | +20.0% | -28.0% | +48.0% | +20.5% |
| All | +20.0% | -27.7% | +47.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 ORCL 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