+13.8%
ORCL vs SE
+65.6%
-51.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +8.0% | -0.5% | +8.5% | +8.0% |
| 30D | -4.0% | -20.9% | +16.9% | +0.4% |
| 3M | -19.5% | -38.9% | +19.4% | -11.6% |
| 6M | -33.5% | -19.4% | -14.0% | -31.3% |
| YTD | -34.8% | -40.9% | +6.1% | -29.0% |
| 1Y | -41.6% | -46.2% | +4.6% | -35.3% |
| 3Y | +13.8% | +63.7% | -50.0% | +14.2% |
| All | +13.8% | +65.6% | -51.9% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling