+93.1%
ORCL vs EQT
+194.7%
-101.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +10.9% | -2.0% | +12.9% | +11.2% |
| 30D | +7.0% | +1.0% | +6.0% | +6.8% |
| 3M | -21.2% | +4.0% | -25.2% | -21.8% |
| 6M | +7.4% | -11.7% | +19.1% | +9.1% |
| YTD | -16.3% | +2.8% | -19.1% | -17.0% |
| 1Y | -32.3% | +10.0% | -42.3% | -33.8% |
| 3Y | +32.6% | +34.1% | -1.6% | +26.6% |
| 5Y | +93.1% | +195.3% | -102.2% | +66.9% |
| All | +93.1% | +194.7% | -101.6% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling