+863.3%
ORCL vs EMB
+132.1%
+731.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +10.0% | -0.3% | +10.3% | +10.2% |
| 3M | -32.6% | -0.4% | -32.2% | -32.3% |
| 6M | +4.9% | +0.1% | +4.8% | +5.2% |
| YTD | -17.8% | +1.6% | -19.3% | -18.3% |
| 1Y | -28.0% | +5.6% | -33.6% | -30.1% |
| 3Y | +36.0% | +29.8% | +6.2% | +17.6% |
| 5Y | +88.7% | +7.3% | +81.4% | +80.2% |
| 10Y | +346.9% | +30.4% | +316.5% | +289.3% |
| All | +863.3% | +132.1% | +731.1% | +679.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling