+91.4%
ORCL vs EXE
+109.5%
-18.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.2% |
| 7D | +5.3% | -0.3% | +5.5% | +5.3% |
| 30D | +10.0% | +8.5% | +1.5% | +8.7% |
| 3M | -32.6% | +5.5% | -38.0% | -33.1% |
| 6M | +4.9% | -5.9% | +10.8% | +5.5% |
| YTD | -17.8% | -9.7% | -8.0% | -17.0% |
| 1Y | -28.0% | +3.6% | -31.6% | -29.2% |
| 3Y | +36.0% | +18.0% | +18.0% | +31.4% |
| All | +91.4% | +109.5% | -18.0% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling