+32.7%
ORCL vs EL
-31.7%
+64.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.7% |
| 7D | +5.3% | +0.8% | +4.5% | +5.2% |
| 30D | +10.0% | +19.8% | -9.9% | +7.2% |
| 3M | -32.6% | +25.7% | -58.3% | -34.7% |
| 6M | +4.9% | +5.4% | -0.5% | +3.1% |
| YTD | -17.8% | +0.2% | -18.0% | -18.9% |
| 1Y | -28.0% | +20.4% | -48.4% | -30.7% |
| All | +32.7% | -31.7% | +64.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling