+8.1%
ORCL vs ABCL
+206.1%
-198.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | +2.3% | -8.8% | -6.9% |
| 30D | -16.6% | -0.7% | -15.9% | -16.4% |
| 3M | -21.6% | +33.4% | -55.0% | -26.0% |
| 6M | -39.4% | +137.8% | -177.1% | -49.5% |
| YTD | -38.7% | +264.3% | -303.0% | -52.9% |
| 1Y | -50.4% | +209.2% | -259.5% | -61.1% |
| 3Y | +8.1% | +208.4% | -200.3% | -21.4% |
| All | +8.1% | +206.1% | -198.0% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling