+26,157.2%
ORCL vs ES
+1,247.8%
+24,909.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.6% |
| 7D | -14.4% | +5.3% | -19.7% | -15.9% |
| 30D | -12.8% | +8.9% | -21.8% | -15.4% |
| 3M | -14.8% | -1.9% | -12.8% | -14.5% |
| 6M | -30.9% | +3.9% | -34.8% | -32.3% |
| YTD | -35.7% | +8.3% | -43.9% | -38.2% |
| 1Y | -49.5% | -0.1% | -49.3% | -50.4% |
| 3Y | +18.6% | +46.0% | -27.4% | -0.3% |
| 5Y | +38.4% | +3.1% | +35.4% | +29.5% |
| 10Y | +275.2% | +88.4% | +186.8% | +176.8% |
| All | +26,157.2% | +1,247.8% | +24,909.4% | +10,813.5% |
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