+251.6%
ORCL vs EFX
+63.8%
+187.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.8% | +3.4% |
| 7D | +0.5% | -2.2% | +2.6% | +1.0% |
| 30D | -15.3% | +29.2% | -44.5% | -21.9% |
| 3M | -18.2% | +3.5% | -21.7% | -19.9% |
| 6M | -38.4% | +7.8% | -46.2% | -40.9% |
| YTD | -37.7% | -12.4% | -25.3% | -36.8% |
| 1Y | -49.3% | -8.2% | -41.0% | -49.3% |
| 3Y | +10.6% | +4.7% | +5.9% | +2.6% |
| 5Y | +35.5% | -32.0% | +67.6% | +41.0% |
| 10Y | +251.6% | +69.1% | +182.5% | +165.4% |
| All | +251.6% | +63.8% | +187.8% | +165.4% |
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