+270.3%
ORCL vs EIX
+35.3%
+234.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +8.0% | +1.4% | +6.6% | +7.7% |
| 30D | -4.0% | +8.5% | -12.5% | -5.6% |
| 3M | -19.5% | -13.5% | -6.0% | -18.0% |
| 6M | -33.5% | -12.4% | -21.1% | -32.9% |
| YTD | -34.8% | +5.9% | -40.7% | -37.8% |
| 1Y | -41.6% | +7.6% | -49.2% | -44.6% |
| 3Y | +13.8% | +12.8% | +1.0% | +3.7% |
| 5Y | +43.4% | +19.2% | +24.2% | +27.2% |
| All | +270.3% | +35.3% | +234.9% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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