+33,471.1%
ORCL vs EMR
+4,039.8%
+29,431.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +2.2% |
| 7D | +5.3% | -1.5% | +6.8% | +6.2% |
| 30D | +10.0% | -5.6% | +15.6% | +13.2% |
| 3M | -32.6% | +7.9% | -40.5% | -35.3% |
| 6M | +4.9% | +6.0% | -1.1% | +0.9% |
| YTD | -17.8% | +16.4% | -34.2% | -25.0% |
| 1Y | -28.0% | +16.6% | -44.6% | -34.7% |
| 3Y | +36.0% | +62.9% | -26.8% | +2.5% |
| 5Y | +88.7% | +60.1% | +28.6% | +41.2% |
| 10Y | +346.9% | +268.8% | +78.2% | +95.8% |
| All | +33,471.1% | +4,039.8% | +29,431.3% | +2,851.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling