+75.0%
SPY vs ORCL
+11.3%
+63.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.7% | -11.2% | +8.4% | -1.2% |
| 30D | -5.4% | -18.8% | +13.4% | -2.9% |
| 3M | -4.1% | -18.8% | +14.7% | -1.8% |
| 6M | +0.7% | -39.7% | +40.4% | +6.8% |
| YTD | +8.7% | -39.6% | +48.3% | +14.5% |
| 1Y | +10.9% | -51.7% | +62.6% | +20.6% |
| 3Y | +75.0% | +10.2% | +64.8% | +50.0% |
| All | +75.0% | +11.3% | +63.7% | +50.0% |
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