+73.2%
SPY vs ORCL
+44.2%
+29.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +3.3% | +10.4% | -7.1% | +1.3% |
| 30D | -2.7% | -11.2% | +8.6% | -0.9% |
| 3M | -1.7% | -16.8% | +15.0% | +0.9% |
| 6M | +3.1% | -31.5% | +34.6% | +8.7% |
| YTD | +11.9% | -33.9% | +45.8% | +17.9% |
| 1Y | +12.0% | -43.3% | +55.2% | +21.4% |
| 3Y | +78.2% | +16.5% | +61.7% | +42.7% |
| 5Y | +73.2% | +45.4% | +27.8% | +16.6% |
| All | +73.2% | +44.2% | +29.0% | +16.6% |
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