+275.4%
ORCL vs ESI
+321.1%
-45.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.2% |
| 7D | +10.4% | +8.3% | +2.1% | +7.3% |
| 30D | -11.2% | -10.4% | -0.8% | -7.5% |
| 3M | -16.8% | -13.2% | -3.6% | -12.4% |
| 6M | -31.5% | -23.9% | -7.6% | -25.4% |
| YTD | -33.9% | +34.2% | -68.1% | -41.8% |
| 1Y | -43.3% | +22.2% | -65.5% | -48.5% |
| 3Y | +16.5% | +79.2% | -62.8% | -8.3% |
| 5Y | +45.4% | +38.1% | +7.3% | +21.6% |
| All | +275.4% | +321.1% | -45.6% | +124.1% |
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