+987.1%
ORCL vs ELV
+2,568.9%
-1,581.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -11.2% | +1.3% | -12.5% | -11.5% |
| 30D | -18.8% | +5.3% | -24.1% | -20.1% |
| 3M | -18.8% | +9.2% | -28.0% | -21.0% |
| 6M | -39.7% | +14.5% | -54.3% | -42.5% |
| YTD | -39.6% | +23.2% | -62.8% | -44.1% |
| 1Y | -51.7% | +38.0% | -89.8% | -57.0% |
| 3Y | +10.2% | -1.5% | +11.8% | +4.6% |
| 5Y | +30.8% | +8.5% | +22.3% | +18.8% |
| 10Y | +252.1% | +309.5% | -57.4% | +97.6% |
| All | +987.1% | +2,568.9% | -1,581.8% | +227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling