-28.0%
ORCL vs EAT
+37.5%
-65.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.1% |
| 7D | +5.3% | 0.0% | +5.2% | +5.3% |
| 30D | +10.0% | +1.9% | +8.1% | +9.8% |
| 3M | -32.6% | +68.7% | -101.2% | -31.0% |
| 6M | +4.9% | +66.9% | -62.0% | +6.8% |
| YTD | -17.8% | +60.4% | -78.2% | -15.9% |
| 1Y | -28.0% | +44.0% | -72.0% | -21.1% |
| All | -28.0% | +37.5% | -65.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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