+32.7%
ORCL vs EMB
+30.3%
+2.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.0% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +10.0% | -0.3% | +10.3% | +10.7% |
| 3M | -32.6% | -0.4% | -32.2% | -31.8% |
| 6M | +4.9% | +0.1% | +4.8% | +5.3% |
| YTD | -17.8% | +1.6% | -19.3% | -19.4% |
| 1Y | -28.0% | +5.6% | -33.6% | -33.3% |
| All | +32.7% | +30.3% | +2.4% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling