+33,471.1%
ORCL vs ED
+2,217.3%
+31,253.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.5% |
| 7D | +5.3% | -0.2% | +5.4% | +5.3% |
| 30D | +10.0% | -0.1% | +10.1% | +9.9% |
| 3M | -32.6% | +3.9% | -36.5% | -33.9% |
| 6M | +4.9% | -3.0% | +8.0% | +4.8% |
| YTD | -17.8% | +10.7% | -28.4% | -21.8% |
| 1Y | -28.0% | +13.3% | -41.3% | -32.5% |
| 3Y | +36.0% | +34.5% | +1.5% | +16.4% |
| 5Y | +88.7% | +67.1% | +21.6% | +46.4% |
| 10Y | +346.9% | +103.0% | +243.9% | +212.4% |
| All | +33,471.1% | +2,217.3% | +31,253.8% | +7,957.8% |
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