+24,538.0%
ORCL vs EFX
+6,869.2%
+17,668.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.6% |
| 7D | -11.2% | +2.7% | -13.9% | -12.3% |
| 30D | -18.8% | +33.1% | -51.9% | -27.5% |
| 3M | -18.8% | +8.2% | -26.9% | -22.2% |
| 6M | -39.7% | +10.2% | -49.9% | -43.3% |
| YTD | -39.6% | -11.8% | -27.8% | -39.0% |
| 1Y | -51.7% | -6.1% | -45.7% | -52.5% |
| 3Y | +10.2% | +7.5% | +2.7% | -0.1% |
| 5Y | +30.8% | -30.7% | +61.5% | +35.8% |
| 10Y | +252.1% | +68.7% | +183.4% | +144.6% |
| All | +24,538.0% | +6,869.2% | +17,668.8% | +4,690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling