+251.6%
ORCL vs ECL
+205.6%
+46.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.4% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | -15.3% | +8.8% | -24.1% | -18.2% |
| 3M | -18.2% | +7.8% | -26.1% | -20.9% |
| 6M | -38.4% | +21.3% | -59.7% | -43.7% |
| YTD | -37.7% | +17.8% | -55.5% | -42.8% |
| 1Y | -49.3% | +21.1% | -70.3% | -54.1% |
| 3Y | +10.6% | +80.1% | -69.4% | -18.1% |
| 5Y | +35.5% | +40.5% | -5.0% | +10.5% |
| 10Y | +251.6% | +197.7% | +53.8% | +101.6% |
| All | +251.6% | +205.6% | +46.0% | +101.6% |
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