-41.6%
ORCL vs EAT
+75.7%
-117.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | +8.0% | -4.0% | +12.0% | +8.2% |
| 30D | -4.0% | -2.9% | -1.1% | -3.9% |
| 3M | -19.5% | -16.9% | -2.6% | -19.7% |
| 6M | -33.5% | +57.0% | -90.4% | -32.1% |
| YTD | -34.8% | +38.2% | -73.0% | -32.9% |
| 1Y | -41.6% | +69.3% | -110.9% | -33.4% |
| All | -41.6% | +75.7% | -117.3% | -33.4% |
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