+46.1%
ORCL vs ESI
+44.9%
+1.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.8% | +7.1% |
| 7D | +3.8% | +1.8% | +1.9% | +3.1% |
| 30D | -6.6% | -6.6% | 0.0% | -3.6% |
| 3M | -11.4% | -9.4% | -2.1% | -7.6% |
| 6M | -33.3% | -24.1% | -9.2% | -26.2% |
| YTD | -33.3% | +37.1% | -70.4% | -44.4% |
| 1Y | -44.9% | +24.5% | -69.5% | -52.1% |
| 3Y | +17.6% | +83.2% | -65.5% | -16.1% |
| 5Y | +46.1% | +44.0% | +2.1% | +14.7% |
| All | +46.1% | +44.9% | +1.2% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling