+46.1%
ORCL vs ELF
+283.9%
-237.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.8% |
| 7D | +3.8% | +4.3% | -0.5% | +3.2% |
| 30D | -6.6% | +7.7% | -14.3% | -7.5% |
| 3M | -11.4% | +24.7% | -36.1% | -14.2% |
| 6M | -33.3% | +114.6% | -147.9% | -40.5% |
| YTD | -33.3% | +55.8% | -89.0% | -38.3% |
| 1Y | -44.9% | +51.9% | -96.8% | -48.9% |
| 3Y | +17.6% | +24.6% | -7.0% | -0.3% |
| 5Y | +46.1% | +279.2% | -233.1% | -20.9% |
| All | +46.1% | +283.9% | -237.9% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling