+32.7%
ORCL vs ABCL
+104.5%
-71.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +10.0% | +93.1% | -83.1% | -3.8% |
| 3M | -32.6% | +79.4% | -112.0% | -40.7% |
| 6M | +4.9% | +214.9% | -209.9% | -16.7% |
| YTD | -17.8% | +234.2% | -252.0% | -35.7% |
| 1Y | -28.0% | +174.8% | -202.7% | -42.4% |
| All | +32.7% | +104.5% | -71.8% | +16.0% |
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