-4.3%
ORCL vs ALAB
+312.6%
-317.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +13.7% | -10.5% | +0.2% |
| 7D | +0.5% | -5.6% | +6.1% | +1.3% |
| 30D | -15.3% | -36.6% | +21.3% | -7.0% |
| 3M | -18.2% | -35.1% | +16.9% | -11.3% |
| 6M | -38.4% | +8.5% | -47.0% | -41.7% |
| YTD | -37.7% | +30.4% | -68.1% | -44.7% |
| 1Y | -49.3% | +31.0% | -80.3% | -55.3% |
| All | -4.3% | +312.6% | -317.0% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling