+91.4%
ORCL vs EL
-67.1%
+158.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.5% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | +10.0% | +19.8% | -9.9% | +5.9% |
| 3M | -32.6% | +25.7% | -58.3% | -35.7% |
| 6M | +4.9% | +5.4% | -0.5% | +2.6% |
| YTD | -17.8% | +0.2% | -18.0% | -19.2% |
| 1Y | -28.0% | +20.4% | -48.4% | -32.1% |
| 3Y | +36.0% | -32.1% | +68.2% | +39.1% |
| All | +91.4% | -67.1% | +158.6% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling