+6,725.1%
ORCL vs EME
+52,338.7%
-45,613.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -6.5% | -8.8% | +2.3% | -3.9% |
| 30D | -16.6% | -18.2% | +1.6% | -11.1% |
| 3M | -21.6% | -20.2% | -1.4% | -16.0% |
| 6M | -39.4% | -29.9% | -9.5% | -32.7% |
| YTD | -38.7% | +5.7% | -44.4% | -40.6% |
| 1Y | -50.4% | -1.5% | -48.9% | -50.9% |
| 3Y | +8.1% | +208.4% | -200.3% | -25.2% |
| 5Y | +34.5% | +401.9% | -367.4% | -20.4% |
| 10Y | +246.0% | +914.2% | -668.2% | +58.0% |
| All | +6,725.1% | +52,338.7% | -45,613.7% | +1,408.2% |
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 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