+9.3%
ORCL vs ALC
+4.5%
+4.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.8% |
| 7D | -17.5% | +7.6% | -25.1% | -18.2% |
| 30D | -20.2% | +21.1% | -41.3% | -22.2% |
| 3M | -19.9% | +8.5% | -28.4% | -20.9% |
| 6M | -37.4% | +2.8% | -40.2% | -37.6% |
| YTD | -40.1% | -2.4% | -37.7% | -39.7% |
| 1Y | -53.4% | +3.5% | -56.9% | -53.8% |
| All | +9.3% | +4.5% | +4.9% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling