+270.3%
ORCL vs ALB
+32.4%
+237.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +8.0% | -5.8% | +13.7% | +9.2% |
| 30D | -4.0% | -4.5% | +0.5% | -3.2% |
| 3M | -19.5% | -28.1% | +8.6% | -14.5% |
| 6M | -33.5% | -53.2% | +19.7% | -23.8% |
| YTD | -34.8% | -33.3% | -1.5% | -30.8% |
| 1Y | -41.6% | -17.4% | -24.2% | -40.5% |
| 3Y | +13.8% | -14.1% | +27.9% | +7.2% |
| 5Y | +43.4% | -64.0% | +107.4% | +55.3% |
| All | +270.3% | +32.4% | +237.9% | +148.9% |
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