+30.6%
ORCL vs SRE
+43.0%
-12.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | -11.2% | -9.2% | -2.0% | -9.3% |
| 30D | -18.8% | -1.9% | -16.9% | -18.5% |
| 3M | -18.8% | -6.5% | -12.2% | -17.8% |
| 6M | -39.7% | -15.2% | -24.5% | -37.9% |
| YTD | -39.6% | -9.5% | -30.2% | -39.1% |
| 1Y | -51.7% | -13.2% | -38.5% | -50.8% |
| 3Y | +10.2% | +19.5% | -9.2% | -0.7% |
| All | +30.6% | +43.0% | -12.4% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling