+204.5%
ORCL vs EOSE
-61.3%
+265.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.9% | -7.8% | +2.4% |
| 7D | +5.3% | +19.0% | -13.8% | +4.1% |
| 30D | +10.0% | +1.6% | +8.4% | +9.6% |
| 3M | -32.6% | -52.0% | +19.4% | -30.2% |
| 6M | +4.9% | -42.5% | +47.5% | +7.1% |
| YTD | -17.8% | -66.1% | +48.4% | -14.6% |
| 1Y | -28.0% | -47.1% | +19.2% | -26.9% |
| 3Y | +36.0% | +0.8% | +35.2% | +30.0% |
| 5Y | +88.7% | -71.7% | +160.4% | +65.2% |
| All | +204.5% | -61.3% | +265.8% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling