+24,338.5%
ORCL vs ECL
+14,294.1%
+10,044.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -5.6% |
| 7D | -17.5% | +1.7% | -19.1% | -18.2% |
| 30D | -20.2% | +8.9% | -29.1% | -23.4% |
| 3M | -19.9% | +7.4% | -27.4% | -22.9% |
| 6M | -37.4% | +19.3% | -56.8% | -43.1% |
| YTD | -40.1% | +17.4% | -57.6% | -45.6% |
| 1Y | -53.4% | +19.4% | -72.8% | -58.1% |
| 3Y | +10.4% | +80.5% | -70.1% | -19.4% |
| 5Y | +29.8% | +40.2% | -10.5% | +4.4% |
| 10Y | +249.2% | +207.8% | +41.4% | +85.7% |
| All | +24,338.5% | +14,294.1% | +10,044.4% | +3,710.7% |
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