+30.6%
ORCL vs ALK
-34.8%
+65.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -11.2% | +9.0% | -20.2% | -13.0% |
| 30D | -18.8% | -1.6% | -17.2% | -18.8% |
| 3M | -18.8% | -23.2% | +4.4% | -14.6% |
| 6M | -39.7% | -3.9% | -35.9% | -40.1% |
| YTD | -39.6% | -22.6% | -17.1% | -37.8% |
| 1Y | -51.7% | -5.3% | -46.4% | -52.7% |
| 3Y | +10.2% | +18.6% | -8.3% | -1.9% |
| All | +30.6% | -34.8% | +65.3% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling