-28.0%
ORCL vs EME
+19.7%
-47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +2.4% |
| 7D | +5.3% | +1.9% | +3.4% | +4.5% |
| 30D | +10.0% | -8.3% | +18.2% | +13.6% |
| 3M | -32.6% | -10.7% | -21.8% | -30.0% |
| 6M | +4.9% | +1.9% | +3.0% | +2.2% |
| YTD | -17.8% | +23.5% | -41.2% | -28.2% |
| 1Y | -28.0% | +18.0% | -46.0% | -41.3% |
| All | -28.0% | +19.7% | -47.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling