+327.0%
ORCL vs ESI
+182.6%
+144.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -11.2% | -8.5% | -2.6% | -9.0% |
| 30D | -18.8% | -15.7% | -3.2% | -15.0% |
| 3M | -18.8% | -18.2% | -0.5% | -14.3% |
| 6M | -39.7% | -28.8% | -10.9% | -34.6% |
| YTD | -39.6% | +26.3% | -65.9% | -43.9% |
| 1Y | -51.7% | +18.2% | -70.0% | -54.5% |
| 3Y | +10.2% | +68.1% | -57.9% | -4.9% |
| 5Y | +30.8% | +28.8% | +2.1% | +17.9% |
| 10Y | +252.1% | +329.8% | -77.8% | +147.4% |
| All | +327.0% | +182.6% | +144.3% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling