+3,094.0%
SPY vs ORCL
+24,629.9%
-21,535.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.1% |
| 7D | +0.1% | +5.3% | -5.1% | -1.2% |
| 30D | +0.1% | +10.0% | -9.9% | -2.4% |
| 3M | +2.0% | -32.6% | +34.6% | +10.8% |
| 6M | +13.0% | +4.9% | +8.1% | +9.2% |
| YTD | +13.5% | -17.8% | +31.3% | +15.7% |
| 1Y | +20.0% | -28.0% | +48.0% | +22.5% |
| 3Y | +77.2% | +36.0% | +41.2% | +49.8% |
| 5Y | +81.9% | +88.7% | -6.8% | +40.2% |
| 10Y | +314.1% | +346.9% | -32.8% | +156.4% |
| All | +3,094.0% | +24,629.9% | -21,535.8% | +823.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling