-51.7%
ORCL vs EIX
+10.4%
-62.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.4% |
| 7D | -11.2% | +1.0% | -12.1% | -10.9% |
| 30D | -18.8% | +9.1% | -27.9% | -17.5% |
| 3M | -18.8% | -10.2% | -8.5% | -19.5% |
| 6M | -39.7% | -11.2% | -28.5% | -40.2% |
| YTD | -39.6% | +4.5% | -44.1% | -38.5% |
| 1Y | -51.7% | +10.9% | -62.6% | -48.6% |
| All | -51.7% | +10.4% | -62.2% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling