-28.0%
ORCL vs EW
+11.0%
-39.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +5.3% | -0.3% | +5.6% | +5.2% |
| 30D | +10.0% | +1.0% | +8.9% | +10.0% |
| 3M | -32.6% | +2.8% | -35.4% | -32.6% |
| 6M | +4.9% | +5.5% | -0.6% | +4.2% |
| YTD | -17.8% | +5.5% | -23.2% | -18.5% |
| 1Y | -28.0% | +11.0% | -39.0% | -33.1% |
| All | -28.0% | +11.0% | -39.0% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling