+277.8%
ORCL vs EIX
+34.4%
+243.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.9% |
| 7D | +3.8% | -2.5% | +6.3% | +4.3% |
| 30D | -6.6% | +7.7% | -14.3% | -8.0% |
| 3M | -11.4% | -12.9% | +1.4% | -9.9% |
| 6M | -33.3% | -12.7% | -20.6% | -32.7% |
| YTD | -33.3% | +5.5% | -38.7% | -36.2% |
| 1Y | -44.9% | +9.4% | -54.3% | -48.0% |
| 3Y | +17.6% | +9.7% | +7.9% | +8.1% |
| 5Y | +46.1% | +16.9% | +29.1% | +30.2% |
| 10Y | +277.8% | +34.3% | +243.5% | +212.7% |
| All | +277.8% | +34.4% | +243.4% | +212.7% |
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