+251.6%
ORCL vs ESI
+323.5%
-71.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -2.0% | +1.3% |
| 7D | +0.5% | -3.5% | +3.9% | +1.8% |
| 30D | -15.3% | -9.3% | -6.0% | -12.2% |
| 3M | -18.2% | -12.8% | -5.4% | -14.1% |
| 6M | -38.4% | -24.6% | -13.8% | -32.8% |
| YTD | -37.7% | +32.7% | -70.5% | -45.0% |
| 1Y | -49.3% | +20.3% | -69.6% | -53.7% |
| 3Y | +10.6% | +80.2% | -69.6% | -13.1% |
| 5Y | +35.5% | +40.0% | -4.4% | +12.9% |
| 10Y | +251.6% | +310.8% | -59.2% | +109.1% |
| All | +251.6% | +323.5% | -71.9% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling