-43.3%
ORCL vs ALAB
+35.8%
-79.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +10.4% | +26.9% | -16.5% | +3.6% |
| 30D | -11.2% | -30.0% | +18.8% | -3.6% |
| 3M | -16.8% | -28.5% | +11.8% | -10.7% |
| 6M | -31.5% | +11.4% | -42.9% | -36.5% |
| YTD | -33.9% | +36.9% | -70.8% | -44.7% |
| 1Y | -43.3% | +44.4% | -87.6% | -53.5% |
| All | -43.3% | +35.8% | -79.0% | -53.5% |
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