+91.4%
ORCL vs SE
-68.6%
+160.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +5.3% | -6.1% | +11.3% | +6.1% |
| 30D | +10.0% | -2.5% | +12.4% | +10.0% |
| 3M | -32.6% | +21.7% | -54.3% | -34.5% |
| 6M | +4.9% | +27.0% | -22.1% | +1.1% |
| YTD | -17.8% | -12.1% | -5.6% | -17.4% |
| 1Y | -28.0% | -40.9% | +12.9% | -24.3% |
| 3Y | +36.0% | +191.0% | -155.0% | +21.1% |
| All | +91.4% | -68.6% | +160.1% | +74.5% |
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