-50.4%
ORCL vs ALK
-5.3%
-45.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -6.5% | +12.9% | -19.4% | -7.8% |
| 30D | -16.6% | +5.5% | -22.1% | -17.0% |
| 3M | -21.6% | -12.1% | -9.5% | -20.3% |
| 6M | -39.4% | +1.7% | -41.1% | -39.6% |
| YTD | -38.7% | -17.4% | -21.2% | -38.3% |
| 1Y | -50.4% | -1.9% | -48.4% | -52.2% |
| All | -50.4% | -5.3% | -45.1% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling