+247.2%
ORCL vs ELF
+335.2%
-88.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -6.5% | +6.3% | -12.8% | -7.2% |
| 30D | -16.6% | +8.5% | -25.1% | -17.4% |
| 3M | -21.6% | +24.4% | -46.0% | -23.8% |
| 6M | -39.4% | +94.7% | -134.1% | -44.5% |
| YTD | -38.7% | +55.9% | -94.5% | -42.8% |
| 1Y | -50.4% | +48.4% | -98.8% | -53.4% |
| 3Y | +8.1% | +24.6% | -16.5% | -3.0% |
| 5Y | +34.5% | +285.0% | -250.5% | +1.2% |
| All | +247.2% | +335.2% | -88.1% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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