+67.6%
SPY vs ORCL
+30.4%
+37.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.7% | -11.2% | +8.4% | -0.7% |
| 30D | -5.4% | -18.8% | +13.4% | -2.1% |
| 3M | -4.1% | -18.8% | +14.7% | -1.1% |
| 6M | +0.7% | -39.7% | +40.4% | +8.9% |
| YTD | +8.7% | -39.6% | +48.3% | +16.5% |
| 1Y | +10.9% | -51.7% | +62.6% | +24.3% |
| 3Y | +75.0% | +10.2% | +64.8% | +40.7% |
| All | +67.6% | +30.4% | +37.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling