+16.5%
ORCL vs SCCO
+183.0%
-166.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.4% |
| 7D | +3.8% | -2.4% | +6.2% | +4.6% |
| 30D | -6.6% | -16.5% | +9.9% | -1.0% |
| 3M | -11.4% | -10.4% | -1.1% | -8.3% |
| 6M | -33.3% | -2.8% | -30.5% | -32.6% |
| YTD | -33.3% | +27.2% | -60.4% | -39.2% |
| 1Y | -44.9% | +33.6% | -78.5% | -50.6% |
| All | +16.5% | +183.0% | -166.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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