+173.7%
ORCL vs SE
+372.6%
-198.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -16.6% | -19.4% | +2.8% | -14.4% |
| 3M | -21.6% | -33.1% | +11.5% | -17.9% |
| 6M | -39.4% | -11.4% | -27.9% | -38.8% |
| YTD | -38.7% | -39.8% | +1.1% | -35.5% |
| 1Y | -50.4% | -50.5% | +0.1% | -46.6% |
| 3Y | +8.1% | +68.9% | -60.8% | +0.7% |
| 5Y | +34.5% | -77.1% | +111.6% | +45.6% |
| All | +173.7% | +372.6% | -198.9% | +85.6% |
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