+13.8%
ORCL vs SRE
+24.6%
-10.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +8.0% | +1.8% | +6.2% | +7.7% |
| 30D | -4.0% | -3.0% | -1.0% | -3.6% |
| 3M | -19.5% | -7.3% | -12.2% | -18.8% |
| 6M | -33.5% | -11.9% | -21.6% | -32.6% |
| YTD | -34.8% | -7.9% | -27.0% | -34.9% |
| 1Y | -41.6% | -11.1% | -30.5% | -41.3% |
| 3Y | +13.8% | +24.8% | -11.0% | +6.3% |
| All | +13.8% | +24.6% | -10.8% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling