+29.8%
ORCL vs ALLE
+51.8%
-22.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -6.1% |
| 7D | -17.5% | 0.0% | -17.5% | -17.6% |
| 30D | -20.2% | +20.6% | -40.7% | -25.0% |
| 3M | -19.9% | +11.4% | -31.4% | -22.9% |
| 6M | -37.4% | +42.5% | -80.0% | -44.8% |
| YTD | -40.1% | +18.9% | -59.0% | -43.9% |
| 1Y | -53.4% | +14.2% | -67.5% | -55.7% |
| 3Y | +10.4% | +90.7% | -80.3% | -18.7% |
| 5Y | +29.8% | +52.5% | -22.7% | +4.6% |
| All | +29.8% | +51.8% | -22.1% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling