+78.0%
SPY vs ORCL
+34.3%
+43.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.8% |
| 7D | +0.1% | +5.3% | -5.1% | -0.7% |
| 30D | +0.1% | +10.0% | -9.9% | -1.4% |
| 3M | +2.0% | -32.6% | +34.6% | +7.3% |
| 6M | +13.0% | +4.9% | +8.1% | +10.7% |
| YTD | +13.5% | -17.8% | +31.3% | +15.0% |
| 1Y | +20.0% | -28.0% | +48.0% | +20.8% |
| All | +78.0% | +34.3% | +43.6% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling