+6,196.6%
ORCL vs SCCO
+33,989.4%
-27,792.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -5.3% | +10.5% | +6.9% |
| 30D | +10.0% | +2.7% | +7.3% | +8.9% |
| 3M | -32.6% | +4.2% | -36.8% | -33.7% |
| 6M | +4.9% | -0.6% | +5.6% | +3.8% |
| YTD | -17.8% | +45.0% | -62.7% | -27.7% |
| 1Y | -28.0% | +109.3% | -137.3% | -43.1% |
| 3Y | +36.0% | +180.8% | -144.8% | -3.8% |
| 5Y | +88.7% | +314.3% | -225.5% | +15.5% |
| 10Y | +346.9% | +1,083.3% | -736.4% | +88.7% |
| All | +6,196.6% | +33,989.4% | -27,792.8% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling