+270.3%
ORCL vs EMB
+36.5%
+233.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +8.0% | -0.9% | +8.9% | +9.0% |
| 30D | -4.0% | +0.4% | -4.3% | -4.3% |
| 3M | -19.5% | -3.1% | -16.3% | -16.7% |
| 6M | -33.5% | -2.1% | -31.4% | -31.7% |
| YTD | -34.8% | -1.1% | -33.7% | -33.7% |
| 1Y | -41.6% | -0.1% | -41.6% | -41.2% |
| 3Y | +13.8% | +29.6% | -15.8% | -7.3% |
| 5Y | +43.4% | +7.2% | +36.2% | +36.7% |
| All | +270.3% | +36.5% | +233.8% | +200.1% |
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