-30.9%
ORCL vs ALK
+5.1%
-36.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -2.8% |
| 7D | -14.4% | +12.4% | -26.8% | -15.7% |
| 30D | -12.8% | +2.1% | -14.9% | -12.6% |
| 3M | -14.8% | -23.9% | +9.1% | -11.3% |
| 6M | -30.9% | +8.2% | -39.1% | -28.7% |
| All | -30.9% | +5.1% | -36.0% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling