+42.7%
ORCL vs SO
+79.0%
-36.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.3% |
| 7D | +8.0% | +1.4% | +6.6% | +8.1% |
| 30D | -4.0% | +4.7% | -8.7% | -3.6% |
| 3M | -19.5% | +1.7% | -21.2% | -19.4% |
| 6M | -33.5% | +2.2% | -35.6% | -33.5% |
| YTD | -34.8% | +10.0% | -44.8% | -35.2% |
| 1Y | -41.6% | +6.0% | -47.7% | -41.8% |
| 3Y | +13.8% | +54.1% | -40.4% | +2.3% |
| All | +42.7% | +79.0% | -36.4% | +20.0% |
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