+91.4%
ORCL vs EFX
-33.8%
+125.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.4% | +4.9% |
| 7D | +5.3% | -8.6% | +13.9% | +7.9% |
| 30D | +10.0% | +0.1% | +9.9% | +9.7% |
| 3M | -32.6% | +3.8% | -36.4% | -34.1% |
| 6M | +4.9% | -13.5% | +18.4% | +8.2% |
| YTD | -17.8% | -17.7% | -0.1% | -14.2% |
| 1Y | -28.0% | -25.6% | -2.4% | -23.2% |
| 3Y | +36.0% | -12.1% | +48.1% | +32.8% |
| All | +91.4% | -33.8% | +125.3% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling