+363.4%
ORCL vs EIX
+23.2%
+340.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.2% | +1.5% |
| 7D | +15.0% | +0.9% | +14.1% | +14.7% |
| 30D | +10.5% | -13.5% | +24.1% | +12.5% |
| 3M | -23.0% | -15.3% | -7.8% | -21.6% |
| 6M | +7.0% | -15.3% | +22.3% | +8.4% |
| YTD | -15.8% | +2.7% | -18.5% | -19.1% |
| 1Y | -31.1% | +17.4% | -48.5% | -36.4% |
| 3Y | +33.3% | -1.3% | +34.6% | +26.0% |
| 5Y | +94.3% | +27.2% | +67.1% | +68.7% |
| 10Y | +363.4% | +22.7% | +340.6% | +283.5% |
| All | +363.4% | +23.2% | +340.2% | +283.5% |
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