-43.3%
ORCL vs ALC
-11.3%
-32.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.2% |
| 7D | +10.4% | -6.2% | +16.5% | +9.1% |
| 30D | -11.2% | +14.0% | -25.3% | -9.6% |
| 3M | -16.8% | -2.4% | -14.4% | -16.6% |
| 6M | -31.5% | +12.6% | -44.1% | -30.6% |
| YTD | -33.9% | -8.4% | -25.5% | -32.7% |
| 1Y | -43.3% | -9.1% | -34.1% | -42.1% |
| All | -43.3% | -11.3% | -32.0% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling