+169.3%
ORCL vs SE
+366.0%
-196.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -11.2% | +2.0% | -13.2% | -11.4% |
| 30D | -18.8% | -20.0% | +1.2% | -16.6% |
| 3M | -18.8% | -31.8% | +13.0% | -15.2% |
| 6M | -39.7% | -15.9% | -23.9% | -38.9% |
| YTD | -39.6% | -40.6% | +1.0% | -36.4% |
| 1Y | -51.7% | -50.7% | -1.1% | -48.1% |
| 3Y | +10.2% | +70.3% | -60.1% | +2.6% |
| 5Y | +30.8% | -78.8% | +109.7% | +42.9% |
| All | +169.3% | +366.0% | -196.7% | +83.0% |
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