+346.9%
ORCL vs ESI
+314.4%
+32.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.1% | +2.1% |
| 7D | +5.3% | +3.3% | +1.9% | +4.2% |
| 30D | +10.0% | -5.9% | +15.8% | +12.2% |
| 3M | -32.6% | -14.1% | -18.5% | -29.7% |
| 6M | +4.9% | +6.6% | -1.6% | +0.4% |
| YTD | -17.8% | +45.0% | -62.8% | -29.4% |
| 1Y | -28.0% | +41.5% | -69.4% | -38.0% |
| 3Y | +36.0% | +78.8% | -42.7% | +7.3% |
| 5Y | +88.7% | +70.9% | +17.8% | +48.1% |
| All | +346.9% | +314.4% | +32.5% | +162.6% |
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