+10.2%
ORCL vs ESI
+67.9%
-57.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -11.2% | -8.5% | -2.6% | -7.6% |
| 30D | -18.8% | -15.7% | -3.2% | -12.6% |
| 3M | -18.8% | -18.2% | -0.5% | -11.6% |
| 6M | -39.7% | -28.8% | -10.9% | -31.7% |
| YTD | -39.6% | +26.3% | -65.9% | -48.6% |
| 1Y | -51.7% | +18.2% | -70.0% | -57.6% |
| 3Y | +10.2% | +68.1% | -57.9% | -20.2% |
| All | +10.2% | +67.9% | -57.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling