+15.4%
ORCL vs EOSE
+40.3%
-25.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.1% | +0.1% |
| 7D | +10.4% | -3.7% | +14.1% | +10.7% |
| 30D | -11.2% | -22.0% | +10.7% | -9.1% |
| 3M | -16.8% | -57.3% | +40.5% | -9.7% |
| 6M | -31.5% | -77.7% | +46.2% | -21.7% |
| YTD | -33.9% | -84.2% | +50.3% | -24.1% |
| 1Y | -43.3% | -89.5% | +46.3% | -33.2% |
| All | +15.4% | +40.3% | -25.0% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling