+246.0%
ORCL vs EME
+915.6%
-669.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -6.5% | -8.8% | +2.3% | -3.2% |
| 30D | -16.6% | -18.2% | +1.6% | -9.6% |
| 3M | -21.6% | -20.2% | -1.4% | -14.5% |
| 6M | -39.4% | -29.9% | -9.5% | -30.9% |
| YTD | -38.7% | +5.7% | -44.4% | -41.4% |
| 1Y | -50.4% | -1.5% | -48.9% | -51.2% |
| 3Y | +8.1% | +208.4% | -200.3% | -31.2% |
| 5Y | +34.5% | +401.9% | -367.4% | -29.1% |
| 10Y | +246.0% | +914.2% | -668.2% | +36.2% |
| All | +246.0% | +915.6% | -669.6% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling