+24,338.5%
ORCL vs EXC
+2,516.2%
+21,822.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.6% | -7.1% |
| 7D | -17.5% | +1.4% | -18.8% | -17.9% |
| 30D | -20.2% | +11.6% | -31.8% | -22.7% |
| 3M | -19.9% | +2.7% | -22.6% | -20.7% |
| 6M | -37.4% | +2.7% | -40.1% | -38.5% |
| YTD | -40.1% | +9.7% | -49.8% | -42.5% |
| 1Y | -53.4% | +4.5% | -57.9% | -54.6% |
| 3Y | +10.4% | +28.5% | -18.1% | -0.8% |
| 5Y | +29.8% | +43.9% | -14.2% | +11.5% |
| 10Y | +249.2% | +183.7% | +65.5% | +140.0% |
| All | +24,338.5% | +2,516.2% | +21,822.3% | +8,085.9% |
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 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