-50.4%
ORCL vs EMR
+30.5%
-80.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -6.5% | +0.7% | -7.2% | -6.7% |
| 30D | -16.6% | +3.5% | -20.1% | -17.7% |
| 3M | -21.6% | +5.9% | -27.5% | -23.6% |
| 6M | -39.4% | +19.4% | -58.8% | -43.6% |
| YTD | -38.7% | +27.7% | -66.3% | -43.8% |
| 1Y | -50.4% | +30.9% | -81.3% | -55.2% |
| All | -50.4% | +30.5% | -80.8% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling