+108.1%
ORCL vs ABCL
-80.5%
+188.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | 0.0% |
| 7D | -11.2% | -3.2% | -8.0% | -10.8% |
| 30D | -18.8% | -7.4% | -11.4% | -18.0% |
| 3M | -18.8% | +81.9% | -100.7% | -24.2% |
| 6M | -39.7% | +135.7% | -175.4% | -45.4% |
| YTD | -39.6% | +247.4% | -287.0% | -47.3% |
| 1Y | -51.7% | +162.3% | -214.0% | -57.1% |
| 3Y | +10.2% | +165.5% | -155.2% | -5.3% |
| 5Y | +30.8% | -21.3% | +52.1% | +11.2% |
| All | +108.1% | -80.5% | +188.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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