+9,051.5%
ORCL vs EME
+61,143.5%
-52,092.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +2.5% |
| 7D | +5.3% | +1.9% | +3.4% | +4.7% |
| 30D | +10.0% | -8.3% | +18.2% | +12.9% |
| 3M | -32.6% | -10.7% | -21.8% | -30.5% |
| 6M | +4.9% | +1.9% | +3.0% | +3.3% |
| YTD | -17.8% | +23.5% | -41.2% | -24.1% |
| 1Y | -28.0% | +18.0% | -46.0% | -32.8% |
| 3Y | +36.0% | +236.1% | -200.1% | -8.5% |
| 5Y | +88.7% | +527.9% | -439.2% | +4.0% |
| 10Y | +346.9% | +1,252.8% | -905.9% | +86.9% |
| All | +9,051.5% | +61,143.5% | -52,092.1% | +1,828.2% |
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