+177.9%
ORCL vs SE
+379.8%
-201.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.2% | +2.8% |
| 7D | +0.5% | +3.3% | -2.8% | +0.1% |
| 30D | -15.3% | -18.2% | +2.9% | -13.2% |
| 3M | -18.2% | -31.3% | +13.1% | -14.7% |
| 6M | -38.4% | -10.1% | -28.3% | -38.0% |
| YTD | -37.7% | -38.9% | +1.2% | -34.6% |
| 1Y | -49.3% | -48.0% | -1.3% | -45.8% |
| 3Y | +10.6% | +78.8% | -68.2% | +2.4% |
| 5Y | +35.5% | -77.1% | +112.6% | +46.7% |
| All | +177.9% | +379.8% | -201.9% | +88.1% |
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