+277.8%
ORCL vs EL
+63.7%
+214.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.1% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -6.6% | +12.3% | -18.8% | -9.3% |
| 3M | -11.4% | +28.4% | -39.8% | -17.2% |
| 6M | -33.3% | +36.7% | -70.0% | -39.1% |
| YTD | -33.3% | +8.4% | -41.6% | -36.1% |
| 1Y | -44.9% | +25.4% | -70.3% | -49.4% |
| 3Y | +17.6% | +3.4% | +14.2% | +5.7% |
| 5Y | +46.1% | -64.8% | +110.8% | +89.0% |
| 10Y | +277.8% | +63.0% | +214.8% | +172.5% |
| All | +277.8% | +63.7% | +214.1% | +172.5% |
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