+33,471.1%
ORCL vs ES
+1,243.3%
+32,227.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.0% | -2.0% | +11.9% | +10.6% |
| 3M | -32.6% | +1.7% | -34.3% | -33.2% |
| 6M | +4.9% | -3.5% | +8.5% | +5.2% |
| YTD | -17.8% | +7.9% | -25.7% | -20.7% |
| 1Y | -28.0% | +17.2% | -45.1% | -33.0% |
| 3Y | +36.0% | +29.3% | +6.7% | +19.2% |
| 5Y | +88.7% | -5.7% | +94.5% | +82.4% |
| 10Y | +346.9% | +85.2% | +261.7% | +232.2% |
| All | +33,471.1% | +1,243.3% | +32,227.9% | +13,901.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling