-49.6%
ORCL vs SRE
-13.6%
-36.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.3% |
| 7D | +0.5% | -8.4% | +8.9% | -1.1% |
| 30D | -15.3% | -3.2% | -12.1% | -15.6% |
| 3M | -18.2% | -5.3% | -12.9% | -19.3% |
| 6M | -38.4% | -12.6% | -25.8% | -40.4% |
| YTD | -37.7% | -8.8% | -29.0% | -41.5% |
| All | -49.6% | -13.6% | -36.0% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling