+1,040.3%
ORCL vs EFV
+249.8%
+790.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +1.2% |
| 7D | +0.5% | +1.7% | -1.3% | -0.9% |
| 30D | -15.3% | +3.4% | -18.7% | -17.4% |
| 3M | -18.2% | -1.7% | -16.5% | -17.2% |
| 6M | -38.4% | +6.4% | -44.8% | -41.1% |
| YTD | -37.7% | +16.3% | -54.0% | -44.4% |
| 1Y | -49.3% | +22.9% | -72.2% | -56.6% |
| 3Y | +10.6% | +92.8% | -82.2% | -32.4% |
| 5Y | +35.5% | +93.5% | -58.0% | -17.9% |
| 10Y | +251.6% | +162.1% | +89.5% | +67.1% |
| All | +1,040.3% | +249.8% | +790.5% | +353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling