+11,723.4%
ORCL vs ALB
+2,835.3%
+8,888.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +4.2% |
| 7D | +5.3% | -8.1% | +13.3% | +7.4% |
| 30D | +10.0% | +6.3% | +3.7% | +7.8% |
| 3M | -32.6% | -23.6% | -9.0% | -28.1% |
| 6M | +4.9% | -24.6% | +29.5% | +11.4% |
| YTD | -17.8% | -10.3% | -7.5% | -17.4% |
| 1Y | -28.0% | +61.5% | -89.4% | -39.3% |
| 3Y | +36.0% | -34.0% | +70.0% | +34.3% |
| 5Y | +88.7% | -44.6% | +133.3% | +83.8% |
| 10Y | +346.9% | +76.1% | +270.8% | +168.5% |
| All | +11,723.4% | +2,835.3% | +8,888.1% | +2,897.4% |
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 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