+246.0%
ORCL vs SO
+188.2%
+57.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -16.6% | +8.7% | -25.2% | -18.4% |
| 3M | -21.6% | +3.4% | -25.0% | -22.4% |
| 6M | -39.4% | +3.7% | -43.1% | -40.4% |
| YTD | -38.7% | +10.0% | -48.7% | -41.1% |
| 1Y | -50.4% | +6.6% | -56.9% | -52.0% |
| 3Y | +8.1% | +52.5% | -44.4% | -10.3% |
| 5Y | +34.5% | +76.1% | -41.5% | +3.8% |
| 10Y | +246.0% | +194.9% | +51.1% | +130.6% |
| All | +246.0% | +188.2% | +57.8% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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