+607.0%
ORCL vs EMB
+126.0%
+481.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | -0.1% | -11.1% | -11.1% |
| 30D | -18.8% | +1.3% | -20.1% | -19.5% |
| 3M | -18.8% | -2.7% | -16.1% | -17.2% |
| 6M | -39.7% | -2.8% | -36.9% | -38.4% |
| YTD | -39.6% | -1.1% | -38.5% | -38.9% |
| 1Y | -51.7% | 0.0% | -51.7% | -51.5% |
| 3Y | +10.2% | +28.8% | -18.6% | -3.9% |
| 5Y | +30.8% | +6.0% | +24.9% | +26.3% |
| 10Y | +252.1% | +29.1% | +222.9% | +210.4% |
| All | +607.0% | +126.0% | +481.0% | +482.9% |
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 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