-51.7%
ORCL vs ED
+26.3%
-78.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -2.3% |
| 7D | -11.2% | +1.6% | -12.8% | -8.8% |
| 30D | -18.8% | +13.3% | -32.1% | -3.5% |
| 3M | -18.8% | +9.7% | -28.5% | -8.0% |
| 6M | -39.7% | +12.8% | -52.5% | -27.7% |
| YTD | -39.6% | +22.3% | -61.9% | -19.6% |
| 1Y | -51.7% | +26.3% | -78.0% | -33.9% |
| All | -51.7% | +26.3% | -78.1% | -33.9% |
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