+170.6%
ORCL vs EXE
+191.4%
-20.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.1% |
| 3Y | +36.0% | +18.0% | +18.0% | +31.6% |
| 5Y | +88.7% | +109.4% | -20.7% | +73.0% |
| All | +170.6% | +191.4% | -20.8% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling