+346.9%
ORCL vs EXEL
+397.6%
-50.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +5.3% | +8.4% | -3.1% | +4.2% |
| 30D | +10.0% | +4.1% | +5.9% | +9.3% |
| 3M | -32.6% | +12.4% | -45.0% | -33.7% |
| 6M | +4.9% | +41.5% | -36.6% | +0.2% |
| YTD | -17.8% | +34.6% | -52.4% | -21.1% |
| 1Y | -28.0% | +57.9% | -85.9% | -32.5% |
| 3Y | +36.0% | +159.5% | -123.5% | +17.7% |
| 5Y | +88.7% | +198.5% | -109.8% | +58.3% |
| All | +346.9% | +397.6% | -50.7% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling