-41.6%
ORCL vs EFX
-7.6%
-34.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | +8.0% | -0.8% | +8.7% | +8.0% |
| 30D | -4.0% | +25.1% | -29.1% | -7.0% |
| 3M | -19.5% | +1.7% | -21.1% | -19.7% |
| 6M | -33.5% | +18.4% | -51.8% | -36.1% |
| YTD | -34.8% | -12.5% | -22.3% | -33.6% |
| 1Y | -41.6% | -8.1% | -33.5% | -36.7% |
| All | -41.6% | -7.6% | -34.0% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling