+31.5%
ORCL vs ELV
-4.6%
+36.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.8% | +3.0% |
| 7D | +5.3% | +3.3% | +1.9% | +5.4% |
| 30D | +10.0% | +4.2% | +5.8% | +10.2% |
| 3M | -32.6% | -0.1% | -32.5% | -32.6% |
| 6M | +4.9% | +41.3% | -36.3% | +6.7% |
| YTD | -17.8% | +17.4% | -35.2% | -16.9% |
| 1Y | -28.0% | +35.1% | -63.0% | -26.4% |
| All | +31.5% | -4.6% | +36.1% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling