+45.4%
ORCL vs SO
+76.6%
-31.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.1% |
| 7D | +10.4% | -0.9% | +11.3% | +10.3% |
| 30D | -11.2% | +4.9% | -16.2% | -10.9% |
| 3M | -16.8% | +0.8% | -17.5% | -16.8% |
| 6M | -31.5% | +0.6% | -32.0% | -31.5% |
| YTD | -33.9% | +8.7% | -42.6% | -34.4% |
| 1Y | -43.3% | +4.0% | -47.2% | -43.4% |
| 3Y | +16.5% | +50.6% | -34.1% | +5.0% |
| 5Y | +45.4% | +77.5% | -32.1% | +22.0% |
| All | +45.4% | +76.6% | -31.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling