+149.2%
ORCL vs ALC
+32.2%
+117.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +0.5% | +2.1% | -1.6% | -0.2% |
| 30D | -15.3% | +17.2% | -32.5% | -19.5% |
| 3M | -18.2% | +4.6% | -22.9% | -19.8% |
| 6M | -38.4% | +20.1% | -58.5% | -42.5% |
| YTD | -37.7% | -4.2% | -33.5% | -37.8% |
| 1Y | -49.3% | +2.1% | -51.3% | -50.6% |
| 3Y | +10.6% | +4.5% | +6.2% | +4.4% |
| 5Y | +35.5% | -12.3% | +47.9% | +34.3% |
| All | +149.2% | +32.2% | +117.1% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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