+42.7%
ORCL vs ALC
-9.1%
+51.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.1% |
| 7D | +8.0% | -1.1% | +9.1% | +8.2% |
| 30D | -4.0% | +16.0% | -20.0% | -8.0% |
| 3M | -19.5% | +0.8% | -20.3% | -19.9% |
| 6M | -33.5% | +16.8% | -50.3% | -37.0% |
| YTD | -34.8% | -5.5% | -29.3% | -34.5% |
| 1Y | -41.6% | -5.3% | -36.4% | -41.4% |
| 3Y | +13.8% | +4.1% | +9.7% | +7.0% |
| All | +42.7% | -9.1% | +51.8% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling