+363.4%
ORCL vs SRE
+121.7%
+241.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | +15.0% | +1.4% | +13.6% | +14.5% |
| 30D | +10.5% | +1.9% | +8.6% | +9.6% |
| 3M | -23.0% | -3.3% | -19.7% | -22.6% |
| 6M | +7.0% | -6.4% | +13.4% | +8.1% |
| YTD | -15.8% | -1.8% | -14.0% | -16.4% |
| 1Y | -31.1% | +10.7% | -41.8% | -34.6% |
| 3Y | +33.3% | +31.8% | +1.5% | +15.8% |
| 5Y | +94.3% | +49.2% | +45.1% | +59.2% |
| 10Y | +363.4% | +118.5% | +244.9% | +235.1% |
| All | +363.4% | +121.7% | +241.7% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling