+363.4%
ORCL vs EMB
+29.2%
+334.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +15.0% | +0.3% | +14.7% | +14.7% |
| 30D | +10.5% | -0.5% | +11.0% | +11.1% |
| 3M | -23.0% | +0.3% | -23.3% | -23.1% |
| 6M | +7.0% | +1.2% | +5.8% | +6.3% |
| YTD | -15.8% | +1.5% | -17.3% | -16.6% |
| 1Y | -31.1% | +4.8% | -35.9% | -33.5% |
| 3Y | +33.3% | +30.4% | +2.9% | +7.8% |
| 5Y | +94.3% | +7.3% | +87.1% | +83.9% |
| 10Y | +363.4% | +29.7% | +333.7% | +288.0% |
| All | +363.4% | +29.2% | +334.2% | +288.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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