-32.3%
ORCL vs ELV
+30.5%
-62.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.6% |
| 7D | +10.9% | -2.2% | +13.1% | +10.7% |
| 30D | +7.0% | -0.2% | +7.2% | +7.0% |
| 3M | -21.2% | -6.1% | -15.1% | -21.9% |
| 6M | +7.4% | +42.8% | -35.4% | +12.2% |
| YTD | -16.3% | +14.4% | -30.7% | -13.0% |
| 1Y | -32.3% | +28.6% | -60.9% | -14.9% |
| All | -32.3% | +30.5% | -62.8% | -14.9% |
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