-43.3%
ORCL vs GEV
+41.6%
-84.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +10.4% | +6.2% | +4.1% | +8.3% |
| 30D | -11.2% | -18.4% | +7.2% | -6.1% |
| 3M | -16.8% | -21.2% | +4.5% | -11.4% |
| 6M | -31.5% | -23.6% | -7.9% | -26.8% |
| YTD | -33.9% | +25.5% | -59.5% | -41.9% |
| 1Y | -43.3% | +42.6% | -85.8% | -52.7% |
| All | -43.3% | +41.6% | -84.8% | -52.7% |
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