+16.5%
ORCL vs EXEL
+238.6%
-222.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.8% |
| 7D | +3.8% | -2.8% | +6.6% | +4.0% |
| 30D | -6.6% | +18.2% | -24.7% | -7.8% |
| 3M | -11.4% | +37.7% | -49.2% | -13.7% |
| 6M | -33.3% | +42.2% | -75.5% | -35.2% |
| YTD | -33.3% | +61.3% | -94.6% | -36.0% |
| 1Y | -44.9% | +64.5% | -109.4% | -47.3% |
| All | +16.5% | +238.6% | -222.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling