+246.0%
ORCL vs EL
+60.9%
+185.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -6.5% | +7.6% | -14.1% | -8.3% |
| 30D | -16.6% | +15.7% | -32.2% | -19.6% |
| 3M | -21.6% | +30.5% | -52.1% | -27.0% |
| 6M | -39.4% | +32.5% | -71.9% | -44.2% |
| YTD | -38.7% | +9.4% | -48.1% | -41.5% |
| 1Y | -50.4% | +28.4% | -78.7% | -54.6% |
| 3Y | +8.1% | +4.4% | +3.6% | -3.1% |
| 5Y | +34.5% | -64.5% | +99.0% | +73.8% |
| 10Y | +246.0% | +64.9% | +181.1% | +147.8% |
| All | +246.0% | +60.9% | +185.1% | +147.8% |
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