-43.3%
ORCL vs ELF
+45.6%
-88.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.5% |
| 7D | +10.4% | +3.4% | +7.0% | +10.0% |
| 30D | -11.2% | +5.0% | -16.2% | -11.5% |
| 3M | -16.8% | +22.6% | -39.3% | -17.9% |
| 6M | -31.5% | +104.0% | -135.4% | -34.4% |
| YTD | -33.9% | +49.3% | -83.2% | -37.5% |
| 1Y | -43.3% | +46.0% | -89.3% | -46.1% |
| All | -43.3% | +45.6% | -88.8% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling