-28.0%
ORCL vs GEV
+62.5%
-90.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +3.3% | +2.0% | +4.0% |
| 30D | +10.0% | -7.5% | +17.4% | +13.0% |
| 3M | -32.6% | -2.2% | -30.4% | -33.0% |
| 6M | +4.9% | +12.1% | -7.2% | -5.6% |
| YTD | -17.8% | +44.4% | -62.1% | -37.1% |
| 1Y | -28.0% | +57.7% | -85.6% | -50.8% |
| All | -28.0% | +62.5% | -90.5% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling