+190.8%
ORCL vs SE
+363.8%
-173.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +8.0% | -0.5% | +8.5% | +8.0% |
| 30D | -4.0% | -20.9% | +16.9% | -1.3% |
| 3M | -19.5% | -38.9% | +19.4% | -14.6% |
| 6M | -33.5% | -19.4% | -14.0% | -32.1% |
| YTD | -34.8% | -40.9% | +6.1% | -31.3% |
| 1Y | -41.6% | -46.2% | +4.6% | -37.9% |
| 3Y | +13.8% | +63.7% | -50.0% | +6.3% |
| 5Y | +43.4% | -77.9% | +121.3% | +55.8% |
| All | +190.8% | +363.8% | -173.0% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling