-43.3%
ORCL vs ED
+24.2%
-67.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -0.8% |
| 7D | +10.4% | -1.7% | +12.1% | +7.9% |
| 30D | -11.2% | +10.7% | -21.9% | +2.3% |
| 3M | -16.8% | +11.6% | -28.4% | -3.5% |
| 6M | -31.5% | +13.5% | -45.0% | -17.1% |
| YTD | -33.9% | +23.1% | -57.0% | -11.4% |
| 1Y | -43.3% | +23.1% | -66.3% | -23.2% |
| All | -43.3% | +24.2% | -67.4% | -23.2% |
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