-53.4%
ORCL vs ABCL
+127.6%
-181.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.4% | +2.4% | -4.2% |
| 7D | -17.5% | -14.9% | -2.6% | -13.5% |
| 30D | -20.2% | -15.4% | -4.8% | -16.2% |
| 3M | -19.9% | +88.0% | -108.0% | -34.5% |
| 6M | -37.4% | +138.8% | -176.3% | -53.9% |
| YTD | -40.1% | +225.4% | -265.6% | -61.4% |
| 1Y | -53.4% | +137.3% | -190.7% | -67.4% |
| All | -53.4% | +127.6% | -181.0% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling