-39.7%
ORCL vs EOG
+9.7%
-49.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +1.3% |
| 7D | -11.2% | -11.1% | 0.0% | -15.2% |
| 30D | -18.8% | +2.7% | -21.5% | -17.0% |
| 3M | -18.8% | +8.8% | -27.5% | -15.3% |
| 6M | -39.7% | +10.8% | -50.5% | -34.7% |
| All | -39.7% | +9.7% | -49.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 6mo: compounded portfolio wealth divided by compounded EOG 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…
6mo analysis · Full analysis span regression · 6 months rolling