+32.7%
ORCL vs ES
+29.7%
+3.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.0% |
| 7D | +5.3% | +0.3% | +5.0% | +5.3% |
| 30D | +10.0% | -2.0% | +11.9% | +9.8% |
| 3M | -32.6% | +1.7% | -34.3% | -32.6% |
| 6M | +4.9% | -3.5% | +8.5% | +5.2% |
| YTD | -17.8% | +7.9% | -25.7% | -17.8% |
| 1Y | -28.0% | +17.2% | -45.1% | -28.6% |
| All | +32.7% | +29.7% | +3.0% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling