+1,005.1%
ORCL vs EFV
+240.5%
+764.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.9% |
| 7D | -11.2% | -0.7% | -10.5% | -10.8% |
| 30D | -18.8% | +0.9% | -19.7% | -19.4% |
| 3M | -18.8% | -3.6% | -15.2% | -16.6% |
| 6M | -39.7% | +2.5% | -42.3% | -40.8% |
| YTD | -39.6% | +13.2% | -52.8% | -45.1% |
| 1Y | -51.7% | +20.3% | -72.1% | -58.1% |
| 3Y | +10.2% | +84.9% | -74.7% | -30.5% |
| 5Y | +30.8% | +87.7% | -56.9% | -19.0% |
| 10Y | +252.1% | +160.7% | +91.3% | +68.0% |
| All | +1,005.1% | +240.5% | +764.6% | +348.6% |
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