+139.6%
ORCL vs ALC
+34.7%
+104.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.6% |
| 7D | -17.5% | +7.6% | -25.1% | -19.4% |
| 30D | -20.2% | +21.1% | -41.3% | -24.9% |
| 3M | -19.9% | +8.5% | -28.4% | -22.3% |
| 6M | -37.4% | +2.8% | -40.2% | -38.8% |
| YTD | -40.1% | -2.4% | -37.7% | -40.6% |
| 1Y | -53.4% | +3.5% | -56.9% | -54.8% |
| 3Y | +10.4% | +4.2% | +6.2% | +4.6% |
| 5Y | +29.8% | -9.0% | +38.8% | +27.1% |
| All | +139.6% | +34.7% | +104.9% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling