+3,494.2%
ORCL vs SRE
+1,424.7%
+2,069.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.6% |
| 7D | -11.2% | -9.2% | -2.0% | -8.0% |
| 30D | -18.8% | -1.9% | -16.9% | -18.3% |
| 3M | -18.8% | -6.5% | -12.2% | -17.0% |
| 6M | -39.7% | -15.2% | -24.5% | -36.6% |
| YTD | -39.6% | -9.5% | -30.2% | -38.2% |
| 1Y | -51.7% | -13.2% | -38.5% | -49.9% |
| 3Y | +10.2% | +19.5% | -9.2% | -1.1% |
| 5Y | +30.8% | +43.6% | -12.7% | +8.0% |
| 10Y | +252.1% | +109.9% | +142.2% | +140.4% |
| All | +3,494.2% | +1,424.7% | +2,069.5% | +1,228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling