+251.6%
ORCL vs ALLE
+233.6%
+18.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +2.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -15.3% | +26.6% | -41.9% | -22.8% |
| 3M | -18.2% | +13.2% | -31.4% | -22.4% |
| 6M | -38.4% | +42.9% | -81.3% | -47.1% |
| YTD | -37.7% | +21.0% | -58.8% | -43.2% |
| 1Y | -49.3% | +15.2% | -64.4% | -52.9% |
| 3Y | +10.6% | +95.6% | -85.0% | -20.4% |
| 5Y | +35.5% | +53.4% | -17.9% | +6.5% |
| 10Y | +251.6% | +221.5% | +30.1% | +105.1% |
| All | +251.6% | +233.6% | +18.0% | +105.1% |
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