+98.6%
ORCL vs EXE
+151.8%
-53.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -11.2% | -6.6% | -4.6% | -10.4% |
| 30D | -18.8% | -4.0% | -14.8% | -18.5% |
| 3M | -18.8% | -7.5% | -11.3% | -18.1% |
| 6M | -39.7% | -11.7% | -28.1% | -39.0% |
| YTD | -39.6% | -22.0% | -17.6% | -38.0% |
| 1Y | -51.7% | -21.8% | -29.9% | -50.5% |
| 3Y | +10.2% | +8.0% | +2.2% | +8.0% |
| 5Y | +30.8% | +62.3% | -31.5% | +23.1% |
| All | +98.6% | +151.8% | -53.2% | +85.1% |
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 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