+5,509.7%
ORCL vs EL
+1,685.7%
+3,824.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.2% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | +10.0% | +19.8% | -9.9% | +4.0% |
| 3M | -32.6% | +25.7% | -58.3% | -37.2% |
| 6M | +4.9% | +5.4% | -0.5% | +1.7% |
| YTD | -17.8% | +0.2% | -18.0% | -19.9% |
| 1Y | -28.0% | +20.4% | -48.4% | -34.0% |
| 3Y | +36.0% | -32.1% | +68.2% | +37.8% |
| 5Y | +88.7% | -67.2% | +155.9% | +135.4% |
| 10Y | +346.9% | +31.7% | +315.2% | +246.4% |
| All | +5,509.7% | +1,685.7% | +3,824.0% | +1,855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling