+15.4%
ORCL vs EXE
+19.2%
-3.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +10.4% | +2.9% | +7.5% | +9.8% |
| 30D | -11.2% | -4.9% | -6.3% | -10.5% |
| 3M | -16.8% | -8.3% | -8.5% | -15.6% |
| 6M | -31.5% | -7.8% | -23.6% | -30.8% |
| YTD | -33.9% | -19.0% | -14.9% | -31.5% |
| 1Y | -43.3% | -24.8% | -18.4% | -39.7% |
| All | +15.4% | +19.2% | -3.8% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling