+30.6%
ORCL vs SO
+75.0%
-44.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | -11.2% | -1.5% | -9.7% | -11.3% |
| 30D | -18.8% | +8.1% | -26.9% | -18.4% |
| 3M | -18.8% | +0.2% | -19.0% | -18.8% |
| 6M | -39.7% | +0.4% | -40.1% | -39.8% |
| YTD | -39.6% | +8.5% | -48.1% | -40.1% |
| 1Y | -51.7% | +4.9% | -56.7% | -51.9% |
| 3Y | +10.2% | +47.9% | -37.7% | -0.1% |
| All | +30.6% | +75.0% | -44.4% | +11.3% |
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