+91.4%
ORCL vs ES
-5.6%
+97.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.0% | -2.0% | +11.9% | +10.0% |
| 3M | -32.6% | +1.7% | -34.3% | -32.7% |
| 6M | +4.9% | -3.5% | +8.5% | +5.2% |
| YTD | -17.8% | +7.9% | -25.7% | -18.6% |
| 1Y | -28.0% | +17.2% | -45.1% | -29.9% |
| 3Y | +36.0% | +29.3% | +6.7% | +29.5% |
| All | +91.4% | -5.6% | +97.1% | +98.2% |
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