+16.5%
ORCL vs EAT
+483.7%
-467.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +6.0% | +8.4% |
| 7D | +3.8% | -8.9% | +12.7% | +5.1% |
| 30D | -6.6% | +3.4% | -10.0% | -6.9% |
| 3M | -11.4% | -9.3% | -2.1% | -10.7% |
| 6M | -33.3% | +43.8% | -77.1% | -36.5% |
| YTD | -33.3% | +39.9% | -73.1% | -36.7% |
| 1Y | -44.9% | +89.7% | -134.6% | -50.6% |
| All | +16.5% | +483.7% | -467.2% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling