+42.7%
ORCL vs SCCO
+243.3%
-200.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | +8.0% | -1.9% | +9.9% | +8.6% |
| 30D | -4.0% | -17.4% | +13.4% | +1.4% |
| 3M | -19.5% | -11.7% | -7.8% | -16.5% |
| 6M | -33.5% | -12.1% | -21.3% | -31.1% |
| YTD | -34.8% | +20.9% | -55.7% | -39.0% |
| 1Y | -41.6% | +31.3% | -73.0% | -46.6% |
| 3Y | +13.8% | +170.3% | -156.6% | -14.8% |
| All | +42.7% | +243.3% | -200.6% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling