+91.4%
ORCL vs EIX
+22.8%
+68.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.0% |
| 7D | +5.3% | -19.1% | +24.4% | +7.1% |
| 30D | +10.0% | -16.9% | +26.9% | +11.3% |
| 3M | -32.6% | -20.0% | -12.6% | -31.7% |
| 6M | +4.9% | -21.3% | +26.3% | +6.2% |
| YTD | -17.8% | -1.7% | -16.0% | -20.6% |
| 1Y | -28.0% | +9.6% | -37.6% | -32.5% |
| 3Y | +36.0% | -3.7% | +39.7% | +27.4% |
| All | +91.4% | +22.8% | +68.7% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling