+91.4%
ORCL vs ELV
+15.3%
+76.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.8% | +3.2% |
| 7D | +5.3% | +3.3% | +1.9% | +4.9% |
| 30D | +10.0% | +4.2% | +5.8% | +9.6% |
| 3M | -32.6% | -0.1% | -32.5% | -32.7% |
| 6M | +4.9% | +41.3% | -36.3% | +1.3% |
| YTD | -17.8% | +17.4% | -35.2% | -19.3% |
| 1Y | -28.0% | +35.1% | -63.0% | -30.6% |
| 3Y | +36.0% | -3.2% | +39.3% | +35.0% |
| All | +91.4% | +15.3% | +76.1% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling