+244.8%
ORCL vs ALLE
+222.4%
+22.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | -11.2% | -0.6% | -10.6% | -11.1% |
| 30D | -18.8% | +25.3% | -44.2% | -25.9% |
| 3M | -18.8% | +10.3% | -29.1% | -22.2% |
| 6M | -39.7% | +38.0% | -77.8% | -47.6% |
| YTD | -39.6% | +17.8% | -57.4% | -44.4% |
| 1Y | -51.7% | +13.6% | -65.3% | -55.0% |
| 3Y | +10.2% | +89.2% | -79.0% | -19.6% |
| 5Y | +30.8% | +51.1% | -20.2% | +3.4% |
| All | +244.8% | +222.4% | +22.3% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling