+19.4%
SPY vs ORCL
-31.5%
+50.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | +0.5% | +15.0% | -14.5% | -0.5% |
| 30D | -0.9% | +10.5% | -11.5% | -1.7% |
| 3M | +3.9% | -23.0% | +26.9% | +5.2% |
| 6M | +14.5% | +7.0% | +7.5% | +13.5% |
| YTD | +12.9% | -15.8% | +28.7% | +12.7% |
| 1Y | +19.4% | -31.1% | +50.4% | +19.8% |
| All | +19.4% | -31.5% | +50.8% | +19.8% |
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