+30.6%
ORCL vs EAT
+361.6%
-331.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | -11.2% | -2.6% | -8.5% | -10.8% |
| 30D | -18.8% | +11.5% | -30.3% | -20.1% |
| 3M | -18.8% | -9.1% | -9.7% | -18.0% |
| 6M | -39.7% | +40.4% | -80.2% | -43.1% |
| YTD | -39.6% | +43.9% | -83.6% | -43.6% |
| 1Y | -51.7% | +101.9% | -153.7% | -57.7% |
| 3Y | +10.2% | +489.9% | -479.6% | -20.3% |
| All | +30.6% | +361.6% | -331.0% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling