+33,471.1%
ORCL vs EXC
+2,353.7%
+31,117.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.1% | +3.4% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.0% | -3.7% | +13.7% | +11.0% |
| 3M | -32.6% | -1.3% | -31.3% | -32.7% |
| 6M | +4.9% | -9.7% | +14.6% | +7.0% |
| YTD | -17.8% | +2.9% | -20.6% | -19.4% |
| 1Y | -28.0% | +4.4% | -32.4% | -29.9% |
| 3Y | +36.0% | +22.2% | +13.8% | +24.0% |
| 5Y | +88.7% | +46.7% | +42.0% | +61.1% |
| 10Y | +346.9% | +155.3% | +191.6% | +216.6% |
| All | +33,471.1% | +2,353.7% | +31,117.4% | +11,366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling