+275.4%
ORCL vs EFX
+79.2%
+196.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +10.4% | -3.6% | +14.0% | +11.5% |
| 30D | -11.2% | +25.3% | -36.5% | -17.4% |
| 3M | -16.8% | +3.8% | -20.6% | -18.5% |
| 6M | -31.5% | +12.7% | -44.2% | -35.2% |
| YTD | -33.9% | -13.1% | -20.8% | -32.7% |
| 1Y | -43.3% | -9.3% | -33.9% | -43.1% |
| 3Y | +16.5% | +3.5% | +12.9% | +8.3% |
| 5Y | +45.4% | -30.6% | +76.0% | +50.4% |
| All | +275.4% | +79.2% | +196.2% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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