+246.0%
ORCL vs EIX
+33.0%
+213.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | +1.0% | -7.5% | -6.7% |
| 30D | -16.6% | +8.9% | -25.4% | -18.0% |
| 3M | -21.6% | -9.8% | -11.8% | -20.9% |
| 6M | -39.4% | -10.2% | -29.2% | -39.2% |
| YTD | -38.7% | +5.9% | -44.6% | -41.5% |
| 1Y | -50.4% | +10.9% | -61.3% | -53.3% |
| 3Y | +8.1% | +10.2% | -2.1% | -0.8% |
| 5Y | +34.5% | +17.0% | +17.5% | +20.0% |
| 10Y | +246.0% | +35.1% | +210.9% | +186.1% |
| All | +246.0% | +33.0% | +213.1% | +186.1% |
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