+244.8%
ORCL vs EL
+56.3%
+188.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | -11.2% | +0.8% | -11.9% | -11.3% |
| 30D | -18.8% | +16.5% | -35.4% | -21.9% |
| 3M | -18.8% | +29.2% | -48.0% | -24.2% |
| 6M | -39.7% | +27.9% | -67.6% | -44.0% |
| YTD | -39.6% | +6.2% | -45.8% | -41.9% |
| 1Y | -51.7% | +27.2% | -78.9% | -55.8% |
| 3Y | +10.2% | +3.2% | +7.0% | -1.0% |
| 5Y | +30.8% | -66.0% | +96.8% | +71.1% |
| All | +244.8% | +56.3% | +188.5% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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