+24,338.5%
ORCL vs ED
+2,522.9%
+21,815.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.9% | -7.2% |
| 7D | -17.5% | +5.2% | -22.6% | -18.9% |
| 30D | -20.2% | +15.5% | -35.7% | -24.0% |
| 3M | -19.9% | +13.0% | -33.0% | -23.4% |
| 6M | -37.4% | +13.1% | -50.5% | -40.6% |
| YTD | -40.1% | +25.3% | -65.4% | -45.4% |
| 1Y | -53.4% | +30.5% | -83.9% | -58.2% |
| 3Y | +10.4% | +49.3% | -38.9% | -8.6% |
| 5Y | +29.8% | +84.6% | -54.8% | -2.4% |
| 10Y | +249.2% | +135.4% | +113.8% | +131.9% |
| All | +24,338.5% | +2,522.9% | +21,815.6% | +5,519.8% |
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