+42.7%
ORCL vs ALB
-64.0%
+106.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +8.0% | -5.8% | +13.7% | +9.1% |
| 30D | -4.0% | -4.5% | +0.5% | -3.3% |
| 3M | -19.5% | -28.1% | +8.6% | -15.0% |
| 6M | -33.5% | -53.2% | +19.7% | -24.8% |
| YTD | -34.8% | -33.3% | -1.5% | -31.1% |
| 1Y | -41.6% | -17.4% | -24.2% | -40.4% |
| 3Y | +13.8% | -14.1% | +27.9% | +7.5% |
| All | +42.7% | -64.0% | +106.6% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling