+363.4%
ORCL vs EEM
+124.9%
+238.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | +15.0% | +3.1% | +11.9% | +12.7% |
| 30D | +10.5% | +4.9% | +5.7% | +7.1% |
| 3M | -23.0% | +5.2% | -28.2% | -25.7% |
| 6M | +7.0% | +20.7% | -13.7% | -5.5% |
| YTD | -15.8% | +26.5% | -42.3% | -28.2% |
| 1Y | -31.1% | +37.8% | -68.9% | -44.3% |
| 3Y | +33.3% | +91.0% | -57.7% | -12.2% |
| 5Y | +94.3% | +47.0% | +47.3% | +48.4% |
| 10Y | +363.4% | +125.6% | +237.8% | +168.5% |
| All | +363.4% | +124.9% | +238.5% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling