+275.4%
ORCL vs EL
+60.4%
+215.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | +10.4% | +2.7% | +7.7% | +9.6% |
| 30D | -11.2% | +10.8% | -22.0% | -13.6% |
| 3M | -16.8% | +26.5% | -43.2% | -21.9% |
| 6M | -31.5% | +31.1% | -62.6% | -36.7% |
| YTD | -33.9% | +6.6% | -40.5% | -36.5% |
| 1Y | -43.3% | +21.8% | -65.1% | -47.4% |
| 3Y | +16.5% | +1.8% | +14.7% | +5.1% |
| 5Y | +45.4% | -65.6% | +111.0% | +89.4% |
| All | +275.4% | +60.4% | +215.1% | +169.9% |
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