+104.9%
ORCL vs EXE
+155.8%
-50.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.0% |
| 7D | +0.5% | -3.9% | +4.4% | +1.0% |
| 30D | -15.3% | -2.6% | -12.7% | -15.0% |
| 3M | -18.2% | -6.9% | -11.4% | -17.6% |
| 6M | -38.4% | -9.3% | -29.1% | -37.9% |
| YTD | -37.7% | -20.7% | -17.0% | -36.2% |
| 1Y | -49.3% | -21.8% | -27.4% | -47.9% |
| 3Y | +10.6% | +16.2% | -5.6% | +7.6% |
| 5Y | +35.5% | +61.1% | -25.6% | +27.4% |
| All | +104.9% | +155.8% | -50.9% | +90.6% |
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 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