+363.4%
ORCL vs ES
+85.1%
+278.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | +15.0% | +1.4% | +13.6% | +14.6% |
| 30D | +10.5% | -1.2% | +11.7% | +10.8% |
| 3M | -23.0% | +5.0% | -28.0% | -24.2% |
| 6M | +7.0% | -2.8% | +9.8% | +7.1% |
| YTD | -15.8% | +8.6% | -24.4% | -18.4% |
| 1Y | -31.1% | +18.9% | -50.0% | -35.5% |
| 3Y | +33.3% | +32.1% | +1.1% | +17.8% |
| 5Y | +94.3% | -5.1% | +99.4% | +92.2% |
| 10Y | +363.4% | +84.2% | +279.2% | +288.3% |
| All | +363.4% | +85.1% | +278.3% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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