+244.8%
ORCL vs ALB
+33.3%
+211.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -11.2% | +9.1% | -20.2% | -12.7% |
| 30D | -18.8% | -3.4% | -15.4% | -18.4% |
| 3M | -18.8% | -20.6% | +1.8% | -15.4% |
| 6M | -39.7% | -48.2% | +8.4% | -32.3% |
| YTD | -39.6% | -29.2% | -10.4% | -36.6% |
| 1Y | -51.7% | +10.0% | -61.7% | -53.5% |
| 3Y | +10.2% | -12.9% | +23.1% | +3.7% |
| 5Y | +30.8% | -61.3% | +92.1% | +39.6% |
| All | +244.8% | +33.3% | +211.4% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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