+251.6%
ORCL vs ALK
-37.5%
+289.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | +1.8% |
| 7D | +0.5% | +8.9% | -8.4% | -1.3% |
| 30D | -15.3% | +5.9% | -21.2% | -16.5% |
| 3M | -18.2% | -16.5% | -1.7% | -15.7% |
| 6M | -38.4% | +2.1% | -40.5% | -39.5% |
| YTD | -37.7% | -17.1% | -20.6% | -36.9% |
| 1Y | -49.3% | -2.9% | -46.4% | -50.3% |
| 3Y | +10.6% | +24.5% | -13.9% | -0.1% |
| 5Y | +35.5% | -29.1% | +64.6% | +34.3% |
| 10Y | +251.6% | -39.1% | +290.7% | +227.7% |
| All | +251.6% | -37.5% | +289.1% | +227.7% |
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