-51.7%
ORCL vs ALAB
+4.9%
-56.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.4% | -0.8% |
| 7D | -11.2% | -26.3% | +15.1% | -4.2% |
| 30D | -18.8% | -50.1% | +31.3% | -4.0% |
| 3M | -18.8% | -42.5% | +23.7% | -7.9% |
| 6M | -39.7% | -10.8% | -28.9% | -40.9% |
| YTD | -39.6% | +14.6% | -54.3% | -47.2% |
| 1Y | -51.7% | +17.1% | -68.9% | -58.8% |
| All | -51.7% | +4.9% | -56.7% | -58.8% |
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