-41.6%
ORCL vs ELV
+34.6%
-76.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | +8.0% | +1.0% | +7.0% | +8.0% |
| 30D | -4.0% | +0.4% | -4.4% | -3.9% |
| 3M | -19.5% | +8.4% | -27.8% | -19.4% |
| 6M | -33.5% | +8.4% | -41.9% | -33.7% |
| YTD | -34.8% | +24.4% | -59.2% | -32.2% |
| 1Y | -41.6% | +33.5% | -75.1% | -34.9% |
| All | -41.6% | +34.6% | -76.2% | -34.9% |
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