+10.2%
ORCL vs EL
+3.8%
+6.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -11.2% | +0.8% | -11.9% | -11.2% |
| 30D | -18.8% | +16.5% | -35.4% | -20.6% |
| 3M | -18.8% | +29.2% | -48.0% | -21.8% |
| 6M | -39.7% | +27.9% | -67.6% | -42.1% |
| YTD | -39.6% | +6.2% | -45.8% | -41.1% |
| 1Y | -51.7% | +27.2% | -78.9% | -53.9% |
| 3Y | +10.2% | +3.2% | +7.0% | -2.6% |
| All | +10.2% | +3.8% | +6.5% | -2.6% |
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