+311.1%
SPY vs ORCL
+276.9%
+34.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.8% | -7.5% | -0.9% |
| 7D | -0.9% | +3.8% | -4.7% | -1.9% |
| 30D | -2.4% | -6.6% | +4.2% | -1.3% |
| 3M | -1.2% | -11.4% | +10.3% | +0.8% |
| 6M | +3.3% | -33.3% | +36.6% | +11.9% |
| YTD | +12.3% | -33.3% | +45.5% | +20.1% |
| 1Y | +12.4% | -44.9% | +57.4% | +26.5% |
| 3Y | +78.8% | +17.6% | +61.2% | +36.9% |
| 5Y | +75.2% | +46.1% | +29.1% | +17.3% |
| 10Y | +311.1% | +277.8% | +33.3% | +80.9% |
| All | +311.1% | +276.9% | +34.2% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling