+101.8%
ORCL vs EXE
+161.7%
-59.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.8% |
| 7D | -6.5% | -2.2% | -4.3% | -6.2% |
| 30D | -16.6% | -0.3% | -16.2% | -16.6% |
| 3M | -21.6% | -9.3% | -12.3% | -20.8% |
| 6M | -39.4% | -7.2% | -32.1% | -39.0% |
| YTD | -38.7% | -18.9% | -19.7% | -37.3% |
| 1Y | -50.4% | -21.7% | -28.7% | -49.0% |
| 3Y | +8.1% | +21.0% | -12.9% | +4.7% |
| 5Y | +34.5% | +76.0% | -41.4% | +25.6% |
| All | +101.8% | +161.7% | -59.9% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling