+30.6%
ORCL vs ES
+1.4%
+29.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | -11.2% | +1.9% | -13.0% | -11.2% |
| 30D | -18.8% | +7.1% | -25.9% | -19.1% |
| 3M | -18.8% | -1.9% | -16.8% | -18.7% |
| 6M | -39.7% | +4.4% | -44.1% | -40.0% |
| YTD | -39.6% | +7.3% | -47.0% | -40.2% |
| 1Y | -51.7% | +2.1% | -53.9% | -52.1% |
| 3Y | +10.2% | +41.8% | -31.6% | +2.4% |
| All | +30.6% | +1.4% | +29.1% | +34.1% |
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