+8,507.0%
ORCL vs ALB
+2,194.2%
+6,312.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.5% | -7.9% |
| 7D | -17.5% | +5.5% | -23.0% | -18.7% |
| 30D | -20.2% | -7.5% | -12.7% | -18.6% |
| 3M | -19.9% | -16.9% | -3.0% | -16.4% |
| 6M | -37.4% | -49.2% | +11.8% | -26.0% |
| YTD | -40.1% | -29.9% | -10.3% | -36.0% |
| 1Y | -53.4% | +8.2% | -61.6% | -55.9% |
| 3Y | +10.4% | -19.4% | +29.8% | +2.7% |
| 5Y | +29.8% | -61.6% | +91.4% | +40.2% |
| 10Y | +249.2% | +34.6% | +214.6% | +125.5% |
| All | +8,507.0% | +2,194.2% | +6,312.8% | +2,224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling