+363.4%
ORCL vs ELV
+265.4%
+98.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.6% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | +10.5% | +2.0% | +8.6% | +10.1% |
| 3M | -23.0% | -3.5% | -19.5% | -22.7% |
| 6M | +7.0% | +40.2% | -33.2% | -1.5% |
| YTD | -15.8% | +15.8% | -31.6% | -19.5% |
| 1Y | -31.1% | +33.2% | -64.2% | -36.7% |
| 3Y | +33.3% | -6.2% | +39.5% | +30.3% |
| 5Y | +94.3% | +16.4% | +77.9% | +74.5% |
| 10Y | +363.4% | +259.8% | +103.6% | +233.7% |
| All | +363.4% | +265.4% | +98.0% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling