+3,983.7%
ORCL vs EL
+1,750.9%
+2,232.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -5.8% |
| 7D | -17.5% | -1.1% | -16.4% | -17.2% |
| 30D | -20.2% | +15.3% | -35.5% | -23.4% |
| 3M | -19.9% | +24.2% | -44.2% | -25.2% |
| 6M | -37.4% | +30.9% | -68.3% | -42.8% |
| YTD | -40.1% | +3.9% | -44.0% | -42.4% |
| 1Y | -53.4% | +19.9% | -73.2% | -57.1% |
| 3Y | +10.4% | +2.5% | +7.9% | -0.9% |
| 5Y | +29.8% | -66.7% | +96.5% | +61.4% |
| 10Y | +249.2% | +54.9% | +194.3% | +157.5% |
| All | +3,983.7% | +1,750.9% | +2,232.8% | +1,306.4% |
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 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