-28.0%
ORCL vs EFV
+30.7%
-58.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +5.3% | +1.5% | +3.8% | +4.3% |
| 30D | +10.0% | +1.7% | +8.2% | +8.8% |
| 3M | -32.6% | +8.6% | -41.2% | -35.1% |
| 6M | +4.9% | +11.7% | -6.7% | -2.0% |
| YTD | -17.8% | +19.3% | -37.0% | -23.8% |
| 1Y | -28.0% | +30.2% | -58.2% | -34.1% |
| All | -28.0% | +30.7% | -58.7% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling