+24,338.5%
ORCL vs SO
+6,337.0%
+18,001.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.0% |
| 7D | -17.5% | +0.4% | -17.9% | -17.6% |
| 30D | -20.2% | +9.2% | -29.4% | -22.3% |
| 3M | -19.9% | +1.1% | -21.0% | -20.4% |
| 6M | -37.4% | -1.1% | -36.4% | -37.8% |
| YTD | -40.1% | +9.7% | -49.8% | -42.5% |
| 1Y | -53.4% | +5.5% | -58.9% | -54.8% |
| 3Y | +10.4% | +47.0% | -36.6% | -4.9% |
| 5Y | +29.8% | +77.6% | -47.8% | +4.2% |
| 10Y | +249.2% | +181.0% | +68.2% | +139.6% |
| All | +24,338.5% | +6,337.0% | +18,001.5% | +7,564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling