+352.2%
ORCL vs EW
+6,974.1%
-6,621.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | -0.3% | +5.6% | +5.3% |
| 30D | +10.0% | +1.0% | +8.9% | +9.6% |
| 3M | -32.6% | +2.8% | -35.4% | -33.2% |
| 6M | +4.9% | +5.5% | -0.6% | +3.2% |
| YTD | -17.8% | +5.5% | -23.2% | -19.3% |
| 1Y | -28.0% | +11.0% | -39.0% | -30.6% |
| 3Y | +36.0% | +17.7% | +18.3% | +24.6% |
| 5Y | +88.7% | -25.7% | +114.5% | +91.8% |
| 10Y | +346.9% | +132.8% | +214.1% | +220.6% |
| All | +352.2% | +6,974.1% | -6,621.9% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling