+10.2%
ORCL vs ELV
-0.8%
+11.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.7% |
| 7D | -11.2% | +1.3% | -12.5% | -11.1% |
| 30D | -18.8% | +5.3% | -24.1% | -18.6% |
| 3M | -18.8% | +9.2% | -28.0% | -18.3% |
| 6M | -39.7% | +14.5% | -54.3% | -39.2% |
| YTD | -39.6% | +23.2% | -62.8% | -38.6% |
| 1Y | -51.7% | +38.0% | -89.8% | -50.3% |
| 3Y | +10.2% | -1.5% | +11.8% | +17.5% |
| All | +10.2% | -0.8% | +11.0% | +17.5% |
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 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