-44.9%
ORCL vs EL
+25.2%
-70.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.0% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -6.6% | +12.3% | -18.8% | -8.5% |
| 3M | -11.4% | +28.4% | -39.8% | -15.4% |
| 6M | -33.3% | +36.7% | -70.0% | -37.5% |
| YTD | -33.3% | +8.4% | -41.6% | -36.8% |
| 1Y | -44.9% | +25.4% | -70.3% | -47.9% |
| All | -44.9% | +25.2% | -70.1% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling