+32.7%
ORCL vs ALLE
+42.6%
-9.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +10.0% | -6.8% | +16.8% | +11.4% |
| 3M | -32.6% | +21.0% | -53.6% | -35.5% |
| 6M | +4.9% | +1.1% | +3.8% | +5.4% |
| YTD | -17.8% | -0.5% | -17.2% | -17.3% |
| 1Y | -28.0% | -7.3% | -20.7% | -26.1% |
| All | +32.7% | +42.6% | -9.9% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling