-5.8%
ORCL vs ALAB
+311.3%
-317.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | -7.5% | +1.0% | -5.3% |
| 30D | -16.6% | -36.8% | +20.3% | -8.4% |
| 3M | -21.6% | -31.9% | +10.2% | -15.8% |
| 6M | -39.4% | +8.2% | -47.6% | -42.5% |
| YTD | -38.7% | +29.9% | -68.6% | -45.5% |
| 1Y | -50.4% | +24.4% | -74.8% | -55.9% |
| All | -5.8% | +311.3% | -317.1% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling