+10.6%
ORCL vs EME
+214.6%
-203.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.3% | -4.1% | -0.4% |
| 7D | +0.5% | -4.4% | +4.9% | +2.4% |
| 30D | -15.3% | -17.3% | +2.0% | -7.3% |
| 3M | -18.2% | -20.0% | +1.8% | -9.4% |
| 6M | -38.4% | -29.1% | -9.3% | -28.2% |
| YTD | -37.7% | +6.9% | -44.7% | -42.5% |
| 1Y | -49.3% | +0.8% | -50.0% | -51.6% |
| 3Y | +10.6% | +214.4% | -203.8% | -31.7% |
| All | +10.6% | +214.6% | -203.9% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling