+30.6%
ORCL vs EIX
+18.0%
+12.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | -11.2% | +1.0% | -12.1% | -11.3% |
| 30D | -18.8% | +9.1% | -27.9% | -19.5% |
| 3M | -18.8% | -10.2% | -8.5% | -18.5% |
| 6M | -39.7% | -11.2% | -28.5% | -39.9% |
| YTD | -39.6% | +4.5% | -44.1% | -42.2% |
| 1Y | -51.7% | +10.9% | -62.6% | -54.5% |
| 3Y | +10.2% | +8.4% | +1.8% | +0.5% |
| All | +30.6% | +18.0% | +12.6% | +15.4% |
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