+24,538.0%
ORCL vs ECL
+14,051.7%
+10,486.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.6% |
| 7D | -11.2% | -0.8% | -10.4% | -11.0% |
| 30D | -18.8% | +8.1% | -26.9% | -21.9% |
| 3M | -18.8% | +6.4% | -25.1% | -21.4% |
| 6M | -39.7% | +14.8% | -54.5% | -44.2% |
| YTD | -39.6% | +15.5% | -55.1% | -44.7% |
| 1Y | -51.7% | +20.1% | -71.9% | -56.7% |
| 3Y | +10.2% | +77.8% | -67.5% | -19.0% |
| 5Y | +30.8% | +37.9% | -7.0% | +6.1% |
| 10Y | +252.1% | +202.7% | +49.4% | +88.6% |
| All | +24,538.0% | +14,051.7% | +10,486.3% | +3,770.5% |
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