-28.0%
ORCL vs ALAB
+73.5%
-101.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.8% | -6.7% | +0.7% |
| 7D | +5.3% | +7.2% | -2.0% | +3.4% |
| 30D | +10.0% | -2.5% | +12.5% | +10.4% |
| 3M | -32.6% | -13.3% | -19.3% | -32.1% |
| 6M | +4.9% | +172.8% | -167.9% | -26.2% |
| YTD | -17.8% | +86.6% | -104.3% | -37.1% |
| 1Y | -28.0% | +65.2% | -93.1% | -45.8% |
| All | -28.0% | +73.5% | -101.5% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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