+33,471.1%
ORCL vs ALK
+839.9%
+32,631.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.7% |
| 7D | +5.3% | -0.7% | +5.9% | +5.4% |
| 30D | +10.0% | -19.2% | +29.2% | +15.4% |
| 3M | -32.6% | -1.5% | -31.1% | -33.0% |
| 6M | +4.9% | -13.1% | +18.0% | +6.2% |
| YTD | -17.8% | -16.4% | -1.3% | -16.4% |
| 1Y | -28.0% | -33.1% | +5.1% | -23.3% |
| 3Y | +36.0% | +0.6% | +35.4% | +26.8% |
| 5Y | +88.7% | -26.4% | +115.1% | +85.0% |
| 10Y | +346.9% | -34.2% | +381.1% | +305.0% |
| All | +33,471.1% | +839.9% | +32,631.3% | +8,993.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling