+30.6%
ORCL vs SE
-78.9%
+109.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.5% |
| 3M | -18.8% | -31.8% | +13.0% | -15.1% |
| 6M | -39.7% | -15.9% | -23.9% | -38.8% |
| YTD | -39.6% | -40.6% | +1.0% | -36.3% |
| 1Y | -51.7% | -50.7% | -1.1% | -48.0% |
| 3Y | +10.2% | +70.3% | -60.1% | +4.4% |
| All | +30.6% | -78.9% | +109.4% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling