+35.5%
ORCL vs SO
+79.3%
-43.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +3.3% |
| 7D | +0.5% | -1.1% | +1.6% | +0.4% |
| 30D | -15.3% | +8.6% | -23.9% | -14.8% |
| 3M | -18.2% | +1.8% | -20.0% | -18.1% |
| 6M | -38.4% | +3.6% | -42.0% | -38.4% |
| YTD | -37.7% | +9.9% | -47.7% | -38.1% |
| 1Y | -49.3% | +5.7% | -55.0% | -49.4% |
| 3Y | +10.6% | +52.5% | -41.9% | -0.2% |
| 5Y | +35.5% | +77.3% | -41.8% | +15.7% |
| All | +35.5% | +79.3% | -43.8% | +15.7% |
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