+30.6%
ORCL vs EXC
+41.2%
-10.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.7% |
| 7D | -11.2% | -1.2% | -10.0% | -11.2% |
| 30D | -18.8% | +10.0% | -28.8% | -18.7% |
| 3M | -18.8% | +1.6% | -20.4% | -18.8% |
| 6M | -39.7% | +3.3% | -43.0% | -39.9% |
| YTD | -39.6% | +7.6% | -47.2% | -40.1% |
| 1Y | -51.7% | +3.5% | -55.2% | -51.9% |
| 3Y | +10.2% | +27.7% | -17.4% | +5.9% |
| All | +30.6% | +41.2% | -10.6% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling