-41.6%
ORCL vs EW
+25.9%
-67.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +8.0% | +4.9% | +3.1% | +6.8% |
| 30D | -4.0% | +23.9% | -27.9% | -8.4% |
| 3M | -19.5% | +15.8% | -35.2% | -22.0% |
| 6M | -33.5% | +31.7% | -65.1% | -37.5% |
| YTD | -34.8% | +25.7% | -60.5% | -36.0% |
| 1Y | -41.6% | +24.4% | -66.0% | -42.6% |
| All | -41.6% | +25.9% | -67.6% | -42.6% |
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