-28.0%
ORCL vs ELAN
+41.2%
-69.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +3.1% |
| 7D | +5.3% | +1.6% | +3.6% | +5.2% |
| 30D | +10.0% | -6.6% | +16.5% | +10.6% |
| 3M | -32.6% | -0.8% | -31.7% | -32.4% |
| 6M | +4.9% | +0.2% | +4.7% | +4.0% |
| YTD | -17.8% | +8.3% | -26.0% | -16.6% |
| 1Y | -28.0% | +40.2% | -68.2% | -8.2% |
| All | -28.0% | +41.2% | -69.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling