+246.0%
ORCL vs ECL
+196.4%
+49.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -6.5% | +0.4% | -6.9% | -6.7% |
| 30D | -16.6% | +8.6% | -25.1% | -19.3% |
| 3M | -21.6% | +7.9% | -29.5% | -24.2% |
| 6M | -39.4% | +21.0% | -60.4% | -44.5% |
| YTD | -38.7% | +17.5% | -56.2% | -43.6% |
| 1Y | -50.4% | +19.7% | -70.0% | -54.9% |
| 3Y | +8.1% | +77.4% | -69.3% | -19.5% |
| 5Y | +34.5% | +38.7% | -4.2% | +10.4% |
| 10Y | +246.0% | +193.5% | +52.5% | +98.3% |
| All | +246.0% | +196.4% | +49.6% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling