+34.5%
ORCL vs EW
-13.2%
+47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -6.5% | +9.3% | -15.8% | -8.1% |
| 30D | -16.6% | +22.1% | -38.6% | -19.8% |
| 3M | -21.6% | +13.0% | -34.6% | -23.6% |
| 6M | -39.4% | +30.1% | -69.4% | -42.5% |
| YTD | -38.7% | +22.0% | -60.7% | -41.2% |
| 1Y | -50.4% | +23.7% | -74.1% | -52.5% |
| 3Y | +8.1% | +62.0% | -53.9% | -7.6% |
| 5Y | +34.5% | -12.4% | +47.0% | +36.2% |
| All | +34.5% | -13.2% | +47.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling