+89.8%
ORCL vs SCCO
+318.5%
-228.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -5.3% | +10.5% | +6.8% |
| 30D | +10.0% | +2.7% | +7.3% | +9.0% |
| 3M | -32.6% | +4.2% | -36.8% | -33.5% |
| 6M | +4.9% | -0.6% | +5.6% | +3.8% |
| YTD | -17.8% | +45.0% | -62.7% | -26.8% |
| 1Y | -28.0% | +109.3% | -137.3% | -41.9% |
| 3Y | +36.0% | +180.8% | -144.8% | +0.4% |
| All | +89.8% | +318.5% | -228.6% | +25.8% |
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