+26.3%
ORCL vs ALAB
+490.6%
-464.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.8% | -6.7% | +1.1% |
| 7D | +5.3% | +7.2% | -2.0% | +3.7% |
| 30D | +10.0% | -2.5% | +12.5% | +10.3% |
| 3M | -32.6% | -13.3% | -19.3% | -32.1% |
| 6M | +4.9% | +172.8% | -167.9% | -18.1% |
| YTD | -17.8% | +86.6% | -104.3% | -31.7% |
| 1Y | -28.0% | +65.2% | -93.1% | -39.7% |
| All | +26.3% | +490.6% | -464.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling