+45.4%
ORCL vs EXE
+74.7%
-29.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +10.4% | +3.6% | +6.8% | +9.9% |
| 30D | -11.2% | -4.3% | -6.9% | -10.7% |
| 3M | -16.8% | -7.7% | -9.1% | -16.0% |
| 6M | -31.5% | -7.2% | -24.2% | -31.0% |
| YTD | -33.9% | -18.5% | -15.4% | -32.4% |
| 1Y | -43.3% | -24.4% | -18.9% | -41.2% |
| 3Y | +16.5% | +21.6% | -5.1% | +12.3% |
| 5Y | +45.4% | +77.3% | -31.9% | +33.1% |
| All | +45.4% | +74.7% | -29.3% | +33.1% |
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