-49.5%
ORCL vs ELV
+42.6%
-92.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.9% | -1.8% |
| 7D | -14.4% | +4.8% | -19.2% | -14.2% |
| 30D | -12.8% | +10.1% | -22.9% | -12.6% |
| 3M | -14.8% | +15.4% | -30.2% | -14.5% |
| 6M | -30.9% | +17.7% | -48.6% | -30.6% |
| YTD | -35.7% | +25.7% | -61.3% | -33.4% |
| 1Y | -49.5% | +39.9% | -89.3% | -44.5% |
| All | -49.5% | +42.6% | -92.1% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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