+180.6%
ORCL vs ELAN
-17.0%
+197.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.6% |
| 7D | +8.0% | +4.0% | +3.9% | +7.2% |
| 30D | -4.0% | +18.8% | -22.7% | -7.0% |
| 3M | -19.5% | +19.0% | -38.4% | -22.1% |
| 6M | -33.5% | +22.8% | -56.3% | -36.5% |
| YTD | -34.8% | +18.3% | -53.2% | -37.6% |
| 1Y | -41.6% | +21.8% | -63.4% | -44.5% |
| 3Y | +13.8% | +153.8% | -140.1% | -11.5% |
| 5Y | +43.4% | -18.9% | +62.3% | +41.4% |
| All | +180.6% | -17.0% | +197.6% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling