+10.2%
ORCL vs ELF
+18.9%
-8.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.2% |
| 7D | -11.2% | +4.0% | -15.1% | -11.5% |
| 30D | -18.8% | +10.6% | -29.4% | -19.7% |
| 3M | -18.8% | +25.8% | -44.6% | -20.8% |
| 6M | -39.7% | +89.1% | -128.8% | -44.0% |
| YTD | -39.6% | +52.7% | -92.4% | -43.0% |
| 1Y | -51.7% | +51.7% | -103.5% | -54.4% |
| 3Y | +10.2% | +14.2% | -4.0% | +7.6% |
| All | +10.2% | +18.9% | -8.7% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling