-41.6%
ORCL vs ED
+24.8%
-66.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | +0.4% |
| 7D | +8.0% | +2.1% | +5.9% | +11.0% |
| 30D | -4.0% | +10.4% | -14.4% | +10.0% |
| 3M | -19.5% | +12.5% | -32.0% | -5.7% |
| 6M | -33.5% | +14.9% | -48.4% | -18.3% |
| YTD | -34.8% | +24.8% | -59.7% | -11.5% |
| 1Y | -41.6% | +23.8% | -65.5% | -20.9% |
| All | -41.6% | +24.8% | -66.4% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling