+193.3%
ORCL vs EOSE
-60.2%
+253.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -5.1% |
| 7D | -0.7% | +14.0% | -14.7% | -1.5% |
| 30D | +5.1% | -5.9% | +11.0% | +5.3% |
| 3M | -23.7% | -34.3% | +10.5% | -22.4% |
| 6M | +3.1% | -37.8% | +40.8% | +4.7% |
| YTD | -20.8% | -65.2% | +44.4% | -17.9% |
| 1Y | -52.9% | -41.9% | -11.0% | -52.4% |
| 3Y | +25.4% | +44.6% | -19.1% | +18.8% |
| 5Y | +82.4% | -69.2% | +151.6% | +59.7% |
| All | +193.3% | -60.2% | +253.5% | +176.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling