+82.4%
ORCL vs ELAN
-31.8%
+114.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.4% | -4.9% |
| 7D | -0.7% | -6.4% | +5.7% | +0.3% |
| 30D | +5.1% | +0.6% | +4.6% | +4.9% |
| 3M | -23.7% | 0.0% | -23.7% | -24.1% |
| 6M | +3.1% | -3.4% | +6.5% | +2.6% |
| YTD | -20.8% | +1.0% | -21.8% | -21.7% |
| 1Y | -52.9% | +24.7% | -77.6% | -55.2% |
| 3Y | +25.4% | +97.2% | -71.8% | +4.0% |
| 5Y | +82.4% | -31.5% | +113.9% | +90.6% |
| All | +82.4% | -31.8% | +114.3% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling