+251.6%
ORCL vs ALB
+38.2%
+213.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +0.5% | +9.5% | -9.0% | -1.4% |
| 30D | -15.3% | -2.1% | -13.2% | -15.0% |
| 3M | -18.2% | -24.1% | +5.9% | -14.1% |
| 6M | -38.4% | -51.0% | +12.6% | -30.1% |
| YTD | -37.7% | -29.3% | -8.4% | -34.6% |
| 1Y | -49.3% | +3.2% | -52.4% | -50.5% |
| 3Y | +10.6% | -9.3% | +20.0% | +3.2% |
| 5Y | +35.5% | -61.6% | +97.1% | +44.9% |
| 10Y | +251.6% | +40.8% | +210.8% | +139.4% |
| All | +251.6% | +38.2% | +213.4% | +139.4% |
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