+33.3%
ORCL vs EOSE
+36.5%
-3.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.5% | +1.3% |
| 7D | +15.0% | +41.4% | -26.4% | +10.9% |
| 30D | +10.5% | +3.6% | +6.9% | +9.7% |
| 3M | -23.0% | -35.7% | +12.7% | -20.7% |
| 6M | +7.0% | -29.9% | +36.8% | +8.6% |
| YTD | -15.8% | -62.5% | +46.7% | -11.5% |
| 1Y | -31.1% | -37.4% | +6.3% | -30.5% |
| 3Y | +33.3% | +55.8% | -22.5% | +20.9% |
| All | +33.3% | +36.5% | -3.2% | +20.9% |
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 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