+270.3%
ORCL vs ALK
-45.9%
+316.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +8.0% | -1.2% | +9.1% | +8.2% |
| 30D | -4.0% | +7.7% | -11.7% | -5.8% |
| 3M | -19.5% | -19.0% | -0.5% | -16.4% |
| 6M | -33.5% | -0.2% | -33.3% | -34.4% |
| YTD | -34.8% | -23.5% | -11.3% | -33.0% |
| 1Y | -41.6% | -9.1% | -32.5% | -42.1% |
| 3Y | +13.8% | +12.0% | +1.7% | +4.9% |
| 5Y | +43.4% | -30.9% | +74.2% | +42.8% |
| All | +270.3% | -45.9% | +316.2% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling