+229.1%
ORCL vs ALC
+24.0%
+205.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.8% |
| 7D | +5.3% | -2.1% | +7.4% | +5.9% |
| 30D | +10.0% | -0.1% | +10.1% | +9.8% |
| 3M | -32.6% | +5.9% | -38.5% | -34.2% |
| 6M | +4.9% | -15.9% | +20.9% | +10.0% |
| YTD | -17.8% | -10.1% | -7.6% | -16.0% |
| 1Y | -28.0% | -10.2% | -17.8% | -26.7% |
| 3Y | +36.0% | -13.6% | +49.6% | +37.9% |
| 5Y | +88.7% | -15.1% | +103.9% | +89.1% |
| All | +229.1% | +24.0% | +205.1% | +176.2% |
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