+94.3%
ORCL vs EME
+565.5%
-471.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.2% |
| 7D | +15.0% | +5.2% | +9.8% | +12.5% |
| 30D | +10.5% | -5.4% | +15.9% | +13.1% |
| 3M | -23.0% | -6.1% | -16.9% | -21.7% |
| 6M | +7.0% | +9.7% | -2.7% | +0.6% |
| YTD | -15.8% | +26.6% | -42.4% | -26.7% |
| 1Y | -31.1% | +24.6% | -55.7% | -40.1% |
| 3Y | +33.3% | +249.6% | -216.3% | -24.1% |
| 5Y | +94.3% | +556.6% | -462.2% | -16.3% |
| All | +94.3% | +565.5% | -471.2% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling