+29.8%
ORCL vs ES
+5.0%
+24.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.0% | -7.0% |
| 7D | -17.5% | +5.9% | -23.4% | -17.6% |
| 30D | -20.2% | +10.2% | -30.4% | -20.5% |
| 3M | -19.9% | +0.4% | -20.4% | -19.9% |
| 6M | -37.4% | +6.9% | -44.3% | -37.7% |
| YTD | -40.1% | +10.5% | -50.6% | -40.8% |
| 1Y | -53.4% | +3.2% | -56.6% | -53.6% |
| 3Y | +10.4% | +49.0% | -38.6% | +2.0% |
| 5Y | +29.8% | +4.5% | +25.3% | +34.0% |
| All | +29.8% | +5.0% | +24.8% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling