+24,538.0%
ORCL vs ED
+2,460.7%
+22,077.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.6% |
| 7D | -11.2% | +1.6% | -12.8% | -11.7% |
| 30D | -18.8% | +13.3% | -32.1% | -22.3% |
| 3M | -18.8% | +9.7% | -28.5% | -21.5% |
| 6M | -39.7% | +12.8% | -52.5% | -42.7% |
| YTD | -39.6% | +22.3% | -61.9% | -44.6% |
| 1Y | -51.7% | +26.3% | -78.0% | -56.3% |
| 3Y | +10.2% | +45.0% | -34.8% | -7.9% |
| 5Y | +30.8% | +80.2% | -49.4% | -0.9% |
| 10Y | +252.1% | +129.9% | +122.2% | +135.5% |
| All | +24,538.0% | +2,460.7% | +22,077.3% | +5,607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling