+229.2%
ORCL vs EW
+7,833.4%
-7,604.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.3% |
| 3M | -19.9% | +13.3% | -33.3% | -22.7% |
| 6M | -37.4% | +21.6% | -59.0% | -40.7% |
| YTD | -40.1% | +18.3% | -58.4% | -43.1% |
| 1Y | -53.4% | +21.7% | -75.1% | -56.0% |
| 3Y | +10.4% | +50.3% | -39.9% | -5.3% |
| 5Y | +29.8% | -15.0% | +44.8% | +27.3% |
| 10Y | +249.2% | +237.5% | +11.8% | +128.4% |
| All | +229.2% | +7,833.4% | -7,604.2% | -13.7% |
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