+32.7%
ORCL vs ED
+34.8%
-2.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +2.2% |
| 7D | +5.3% | -0.2% | +5.4% | +5.1% |
| 30D | +10.0% | -0.1% | +10.1% | +10.1% |
| 3M | -32.6% | +3.9% | -36.5% | -30.6% |
| 6M | +4.9% | -3.0% | +8.0% | +5.1% |
| YTD | -17.8% | +10.7% | -28.4% | -12.8% |
| 1Y | -28.0% | +13.3% | -41.3% | -22.6% |
| All | +32.7% | +34.8% | -2.2% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling