+247.2%
ORCL vs ALB
+33.9%
+213.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.7% |
| 7D | -6.5% | +5.3% | -11.8% | -7.5% |
| 30D | -16.6% | -6.3% | -10.3% | -15.6% |
| 3M | -21.6% | -27.4% | +5.8% | -17.0% |
| 6M | -39.4% | -53.1% | +13.7% | -30.6% |
| YTD | -38.7% | -32.3% | -6.3% | -35.0% |
| 1Y | -50.4% | -7.3% | -43.1% | -50.6% |
| 3Y | +8.1% | -14.9% | +23.0% | +2.1% |
| 5Y | +34.5% | -62.0% | +96.6% | +44.0% |
| All | +247.2% | +33.9% | +213.3% | +138.8% |
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