-52.9%
ORCL vs ELAN
+21.9%
-74.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.4% | -5.1% |
| 7D | -0.7% | -6.4% | +5.7% | -0.2% |
| 30D | +5.1% | +0.6% | +4.6% | +5.0% |
| 3M | -23.7% | 0.0% | -23.7% | -24.2% |
| 6M | +3.1% | -3.4% | +6.5% | +2.3% |
| YTD | -20.8% | +1.0% | -21.8% | -20.7% |
| 1Y | -52.9% | +24.7% | -77.6% | -50.8% |
| All | -52.9% | +21.9% | -74.7% | -50.8% |
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