+6,829.8%
ORCL vs EME
+52,948.1%
-46,118.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.3% | -4.1% | +0.8% |
| 7D | +0.5% | -4.4% | +4.9% | +1.8% |
| 30D | -15.3% | -17.3% | +2.0% | -10.1% |
| 3M | -18.2% | -20.0% | +1.8% | -12.5% |
| 6M | -38.4% | -29.1% | -9.3% | -31.9% |
| YTD | -37.7% | +6.9% | -44.7% | -39.9% |
| 1Y | -49.3% | +0.8% | -50.0% | -50.1% |
| 3Y | +10.6% | +214.4% | -203.8% | -23.9% |
| 5Y | +35.5% | +404.2% | -368.7% | -20.0% |
| 10Y | +251.6% | +941.9% | -690.3% | +59.2% |
| All | +6,829.8% | +52,948.1% | -46,118.3% | +1,425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling