+10.2%
ORCL vs EXEL
+231.1%
-220.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.7% |
| 7D | -11.2% | +0.3% | -11.4% | -11.1% |
| 30D | -18.8% | +19.0% | -37.9% | -19.9% |
| 3M | -18.8% | +33.3% | -52.1% | -20.6% |
| 6M | -39.7% | +42.9% | -82.6% | -41.5% |
| YTD | -39.6% | +58.7% | -98.4% | -42.0% |
| 1Y | -51.7% | +70.5% | -122.3% | -53.8% |
| 3Y | +10.2% | +233.8% | -223.6% | +12.5% |
| All | +10.2% | +231.1% | -220.9% | +12.5% |
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