+4,959.4%
ORCL vs SCCO
+29,038.2%
-24,078.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.3% |
| 7D | +10.4% | +1.7% | +8.7% | +9.9% |
| 30D | -11.2% | -18.1% | +6.9% | -6.0% |
| 3M | -16.8% | -12.8% | -3.9% | -13.5% |
| 6M | -31.5% | -8.5% | -23.0% | -30.0% |
| YTD | -33.9% | +23.9% | -57.8% | -39.2% |
| 1Y | -43.3% | +30.0% | -73.2% | -48.5% |
| 3Y | +16.5% | +175.2% | -158.7% | -16.9% |
| 5Y | +45.4% | +249.4% | -204.0% | -6.1% |
| 10Y | +274.0% | +703.4% | -429.3% | +77.5% |
| All | +4,959.4% | +29,038.2% | -24,078.9% | +556.9% |
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 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