+167.1%
ORCL vs SE
+365.4%
-198.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.7% | -1.2% | -6.2% |
| 7D | -17.5% | -1.2% | -16.3% | -17.3% |
| 30D | -20.2% | -21.7% | +1.5% | -17.8% |
| 3M | -19.9% | -34.2% | +14.2% | -16.1% |
| 6M | -37.4% | -10.5% | -26.9% | -37.0% |
| YTD | -40.1% | -40.7% | +0.6% | -36.9% |
| 1Y | -53.4% | -52.1% | -1.3% | -49.7% |
| 3Y | +10.4% | +68.9% | -58.4% | +2.9% |
| 5Y | +29.8% | -78.9% | +108.6% | +41.7% |
| All | +167.1% | +365.4% | -198.3% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling