+270.3%
ORCL vs EL
+62.2%
+208.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +8.0% | +1.5% | +6.4% | +7.5% |
| 30D | -4.0% | +10.0% | -14.0% | -6.3% |
| 3M | -19.5% | +28.4% | -47.9% | -24.7% |
| 6M | -33.5% | +37.1% | -70.5% | -39.2% |
| YTD | -34.8% | +7.8% | -42.7% | -37.6% |
| 1Y | -41.6% | +26.0% | -67.7% | -46.4% |
| 3Y | +13.8% | +3.8% | +9.9% | +2.1% |
| 5Y | +43.4% | -65.2% | +108.6% | +86.2% |
| All | +270.3% | +62.2% | +208.1% | +165.4% |
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