+277.8%
ORCL vs EMR
+281.0%
-3.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.9% |
| 7D | +3.8% | -2.0% | +5.7% | +4.8% |
| 30D | -6.6% | +2.8% | -9.4% | -7.6% |
| 3M | -11.4% | +2.0% | -13.4% | -12.1% |
| 6M | -33.3% | +20.7% | -54.0% | -38.6% |
| YTD | -33.3% | +27.3% | -60.6% | -40.6% |
| 1Y | -44.9% | +31.0% | -75.9% | -51.6% |
| 3Y | +17.6% | +103.6% | -86.0% | -14.7% |
| 5Y | +46.1% | +88.6% | -42.5% | +7.8% |
| 10Y | +277.8% | +280.6% | -2.9% | +117.0% |
| All | +277.8% | +281.0% | -3.3% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling