+366.6%
ORCL vs ELF
+357.0%
+9.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.8% |
| 7D | +5.3% | +5.4% | -0.1% | +4.6% |
| 30D | +10.0% | +27.0% | -17.0% | +6.7% |
| 3M | -32.6% | +113.2% | -145.8% | -38.8% |
| 6M | +4.9% | +36.6% | -31.6% | +0.1% |
| YTD | -17.8% | +44.2% | -62.0% | -22.5% |
| 1Y | -28.0% | -18.0% | -10.0% | -28.1% |
| 3Y | +36.0% | -19.9% | +55.9% | +29.0% |
| 5Y | +88.7% | +257.7% | -169.0% | +43.6% |
| All | +366.6% | +357.0% | +9.6% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling