+91.4%
ORCL vs SO
+58.2%
+33.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.0% |
| 7D | +5.3% | -0.2% | +5.4% | +5.2% |
| 30D | +10.0% | -4.6% | +14.5% | +9.6% |
| 3M | -32.6% | -3.0% | -29.5% | -32.8% |
| 6M | +4.9% | -8.3% | +13.2% | +4.8% |
| YTD | -17.8% | +3.5% | -21.3% | -18.5% |
| 1Y | -28.0% | -0.9% | -27.1% | -28.4% |
| 3Y | +36.0% | +45.4% | -9.3% | +22.4% |
| All | +91.4% | +58.2% | +33.2% | +72.7% |
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