+33,471.1%
ORCL vs ECL
+13,009.7%
+20,461.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +5.3% | -2.6% | +7.9% | +6.5% |
| 30D | +10.0% | -2.2% | +12.1% | +10.9% |
| 3M | -32.6% | +10.1% | -42.7% | -36.0% |
| 6M | +4.9% | -5.7% | +10.7% | +6.2% |
| YTD | -17.8% | +7.0% | -24.7% | -21.7% |
| 1Y | -28.0% | +2.7% | -30.6% | -30.8% |
| 3Y | +36.0% | +57.7% | -21.7% | +5.9% |
| 5Y | +88.7% | +31.1% | +57.6% | +56.7% |
| 10Y | +346.9% | +150.9% | +196.0% | +162.0% |
| All | +33,471.1% | +13,009.7% | +20,461.5% | +5,379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling