+251.6%
ORCL vs EW
+236.4%
+15.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.5% |
| 7D | +0.5% | +12.3% | -11.8% | -2.5% |
| 30D | -15.3% | +22.9% | -38.2% | -19.7% |
| 3M | -18.2% | +16.7% | -34.9% | -21.5% |
| 6M | -38.4% | +31.0% | -69.4% | -42.7% |
| YTD | -37.7% | +22.8% | -60.5% | -41.2% |
| 1Y | -49.3% | +25.6% | -74.8% | -52.4% |
| 3Y | +10.6% | +62.0% | -51.3% | -7.9% |
| 5Y | +35.5% | -12.8% | +48.3% | +33.7% |
| 10Y | +251.6% | +239.8% | +11.8% | +147.8% |
| All | +251.6% | +236.4% | +15.2% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling