-49.5%
ORCL vs EXE
-18.4%
-31.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -2.2% |
| 7D | -14.4% | -4.7% | -9.7% | -14.8% |
| 30D | -12.8% | +1.0% | -13.9% | -12.9% |
| 3M | -14.8% | -5.6% | -9.2% | -15.5% |
| 6M | -30.9% | -12.3% | -18.6% | -32.2% |
| YTD | -35.7% | -19.5% | -16.2% | -36.1% |
| 1Y | -49.5% | -18.9% | -30.6% | -50.6% |
| All | -49.5% | -18.4% | -31.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling