-28.0%
ORCL vs EOSE
-49.1%
+21.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.9% | -7.8% | +1.4% |
| 7D | +5.3% | +19.0% | -13.8% | +2.2% |
| 30D | +10.0% | +1.6% | +8.4% | +9.1% |
| 3M | -32.6% | -52.0% | +19.4% | -27.0% |
| 6M | +4.9% | -42.5% | +47.5% | +10.2% |
| YTD | -17.8% | -66.1% | +48.4% | -10.0% |
| 1Y | -28.0% | -47.1% | +19.2% | +4.4% |
| All | -28.0% | -49.1% | +21.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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