+434.6%
ORCL vs EXEL
+273.2%
+161.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +5.3% | +8.4% | -3.1% | +4.1% |
| 30D | +10.0% | +4.1% | +5.9% | +9.2% |
| 3M | -32.6% | +12.4% | -45.0% | -33.8% |
| 6M | +4.9% | +41.5% | -36.6% | -0.3% |
| YTD | -17.8% | +34.6% | -52.4% | -21.4% |
| 1Y | -28.0% | +57.9% | -85.9% | -32.9% |
| 3Y | +36.0% | +159.5% | -123.5% | +16.2% |
| 5Y | +88.7% | +198.5% | -109.8% | +56.3% |
| 10Y | +346.9% | +411.4% | -64.5% | +218.0% |
| All | +434.6% | +273.2% | +161.4% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling