+144.6%
ORCL vs EOSE
-82.0%
+226.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.1% | -0.4% |
| 7D | +10.4% | -3.7% | +14.1% | +10.6% |
| 30D | -11.2% | -22.0% | +10.7% | -10.0% |
| 3M | -16.8% | -57.3% | +40.5% | -12.6% |
| 6M | -31.5% | -77.7% | +46.2% | -25.8% |
| YTD | -33.9% | -84.2% | +50.3% | -28.3% |
| 1Y | -43.3% | -89.5% | +46.3% | -37.5% |
| 3Y | +16.5% | +41.4% | -24.9% | +13.7% |
| 5Y | +45.4% | -83.0% | +128.4% | +33.9% |
| All | +144.6% | -82.0% | +226.6% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling