-33.3%
ORCL vs ED
+13.3%
-46.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.7% |
| 7D | +3.8% | -0.9% | +4.7% | +2.6% |
| 30D | -6.6% | +11.2% | -17.7% | +9.0% |
| 3M | -11.4% | +11.8% | -23.2% | +3.3% |
| 6M | -33.3% | +14.1% | -47.4% | -16.6% |
| All | -33.3% | +13.3% | -46.6% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling