-37.4%
ORCL vs EW
+20.1%
-57.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.3% |
| 7D | -17.5% | +6.8% | -24.2% | -18.9% |
| 30D | -20.2% | +16.6% | -36.7% | -23.4% |
| 3M | -19.9% | +13.3% | -33.3% | -23.0% |
| 6M | -37.4% | +21.6% | -59.0% | -42.5% |
| All | -37.4% | +20.1% | -57.5% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling