-19.9%
ORCL vs EL
+23.6%
-43.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -5.8% |
| 7D | -17.5% | -1.1% | -16.4% | -17.0% |
| 30D | -20.2% | +15.3% | -35.5% | -22.2% |
| 3M | -19.9% | +24.2% | -44.2% | -23.1% |
| All | -19.9% | +23.6% | -43.6% | -23.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling