+371.4%
ORCL vs EME
+1,300.1%
-928.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.3% |
| 7D | +15.0% | +5.2% | +9.8% | +12.8% |
| 30D | +10.5% | -5.4% | +15.9% | +12.8% |
| 3M | -23.0% | -6.1% | -16.9% | -21.8% |
| 6M | +7.0% | +9.7% | -2.7% | +1.6% |
| YTD | -15.8% | +26.6% | -42.4% | -25.0% |
| 1Y | -31.1% | +24.6% | -55.7% | -38.5% |
| 3Y | +33.3% | +249.6% | -216.3% | -19.2% |
| 5Y | +94.3% | +556.6% | -462.2% | -7.1% |
| All | +371.4% | +1,300.1% | -928.8% | +67.0% |
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