+30.6%
ORCL vs ALC
-11.2%
+41.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | -11.2% | +4.9% | -16.0% | -12.4% |
| 30D | -18.8% | +19.0% | -37.8% | -22.7% |
| 3M | -18.8% | +7.8% | -26.5% | -20.7% |
| 6M | -39.7% | +14.6% | -54.3% | -42.5% |
| YTD | -39.6% | -4.4% | -35.2% | -39.5% |
| 1Y | -51.7% | +1.4% | -53.1% | -52.7% |
| 3Y | +10.2% | +2.5% | +7.7% | +4.8% |
| All | +30.6% | -11.2% | +41.8% | +26.9% |
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