+368.8%
ORCL vs EFX
+38.5%
+330.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.1% |
| 7D | +10.9% | -9.4% | +20.3% | +14.0% |
| 30D | +7.0% | -6.9% | +13.9% | +9.0% |
| 3M | -21.2% | +0.1% | -21.3% | -22.2% |
| 6M | +7.4% | -17.3% | +24.7% | +12.2% |
| YTD | -16.3% | -21.8% | +5.6% | -11.4% |
| 1Y | -32.3% | -32.5% | +0.2% | -25.7% |
| 3Y | +32.6% | -12.3% | +44.9% | +30.6% |
| 5Y | +93.1% | -36.6% | +129.7% | +106.3% |
| 10Y | +368.8% | +41.0% | +327.8% | +276.9% |
| All | +368.8% | +38.5% | +330.3% | +276.9% |
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