+247.2%
ORCL vs ED
+141.3%
+105.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -6.5% | +2.1% | -8.6% | -6.8% |
| 30D | -16.6% | +12.4% | -29.0% | -18.2% |
| 3M | -21.6% | +13.1% | -34.7% | -23.3% |
| 6M | -39.4% | +14.1% | -53.4% | -41.0% |
| YTD | -38.7% | +23.1% | -61.7% | -41.7% |
| 1Y | -50.4% | +25.4% | -75.8% | -53.2% |
| 3Y | +8.1% | +47.9% | -39.8% | -6.0% |
| 5Y | +34.5% | +81.9% | -47.3% | +6.4% |
| All | +247.2% | +141.3% | +105.9% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling