+30.6%
ORCL vs ALB
-61.7%
+92.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -11.2% | +9.1% | -20.2% | -12.6% |
| 30D | -18.8% | -3.4% | -15.4% | -18.4% |
| 3M | -18.8% | -20.6% | +1.8% | -15.7% |
| 6M | -39.7% | -48.2% | +8.4% | -33.1% |
| YTD | -39.6% | -29.2% | -10.4% | -36.8% |
| 1Y | -51.7% | +10.0% | -61.7% | -53.1% |
| 3Y | +10.2% | -12.9% | +23.1% | +4.0% |
| All | +30.6% | -61.7% | +92.3% | +42.9% |
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 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