+251.6%
ORCL vs EXEL
+445.6%
-194.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.8% |
| 7D | +0.5% | +2.3% | -1.8% | +0.2% |
| 30D | -15.3% | +19.8% | -35.1% | -17.3% |
| 3M | -18.2% | +32.7% | -50.9% | -21.3% |
| 6M | -38.4% | +49.0% | -87.4% | -41.7% |
| YTD | -37.7% | +63.7% | -101.4% | -41.9% |
| 1Y | -49.3% | +75.8% | -125.1% | -53.2% |
| 3Y | +10.6% | +241.3% | -230.7% | -8.4% |
| 5Y | +35.5% | +289.0% | -253.5% | +8.6% |
| 10Y | +251.6% | +377.6% | -126.0% | +170.4% |
| All | +251.6% | +445.6% | -194.0% | +170.4% |
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