+244.8%
ORCL vs EXC
+175.8%
+69.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -11.2% | -1.2% | -10.0% | -11.0% |
| 30D | -18.8% | +10.0% | -28.8% | -21.0% |
| 3M | -18.8% | +1.6% | -20.4% | -19.3% |
| 6M | -39.7% | +3.3% | -43.0% | -40.8% |
| YTD | -39.6% | +7.6% | -47.2% | -41.8% |
| 1Y | -51.7% | +3.5% | -55.2% | -52.9% |
| 3Y | +10.2% | +27.7% | -17.4% | -2.1% |
| 5Y | +30.8% | +41.1% | -10.3% | +9.6% |
| All | +244.8% | +175.8% | +69.0% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling