+42.7%
ORCL vs EXEL
+281.2%
-238.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +8.0% | -0.8% | +8.8% | +8.1% |
| 30D | -4.0% | +13.1% | -17.1% | -5.3% |
| 3M | -19.5% | +36.3% | -55.8% | -22.4% |
| 6M | -33.5% | +34.5% | -68.0% | -35.8% |
| YTD | -34.8% | +57.4% | -92.3% | -38.5% |
| 1Y | -41.6% | +62.9% | -104.5% | -45.1% |
| 3Y | +13.8% | +229.5% | -215.8% | -3.8% |
| All | +42.7% | +281.2% | -238.6% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling