-50.4%
ORCL vs GEV
+36.3%
-86.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.3% |
| 7D | -6.5% | -13.2% | +6.7% | -2.7% |
| 30D | -16.6% | -20.6% | +4.1% | -11.0% |
| 3M | -21.6% | -19.5% | -2.1% | -16.9% |
| 6M | -39.4% | -23.3% | -16.1% | -35.3% |
| YTD | -38.7% | +22.2% | -60.9% | -45.8% |
| 1Y | -50.4% | +37.8% | -88.2% | -58.4% |
| All | -50.4% | +36.3% | -86.6% | -58.4% |
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