+26,157.2%
ORCL vs ALK
+794.3%
+25,362.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -4.0% |
| 7D | -14.4% | +12.4% | -26.8% | -17.1% |
| 30D | -12.8% | +2.1% | -14.9% | -13.7% |
| 3M | -14.8% | -23.9% | +9.1% | -9.8% |
| 6M | -30.9% | +8.2% | -39.1% | -33.3% |
| YTD | -35.7% | -20.5% | -15.2% | -34.2% |
| 1Y | -49.5% | -1.0% | -48.4% | -51.1% |
| 3Y | +18.6% | +19.2% | -0.6% | +5.7% |
| 5Y | +38.4% | -28.2% | +66.7% | +36.1% |
| 10Y | +275.2% | -39.2% | +314.4% | +245.2% |
| All | +26,157.2% | +794.3% | +25,362.9% | +7,058.0% |
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