+30.6%
ORCL vs ALLE
+49.9%
-19.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | -11.2% | -0.6% | -10.6% | -11.1% |
| 30D | -18.8% | +25.3% | -44.2% | -24.6% |
| 3M | -18.8% | +10.3% | -29.1% | -21.5% |
| 6M | -39.7% | +38.0% | -77.8% | -46.3% |
| YTD | -39.6% | +17.8% | -57.4% | -43.3% |
| 1Y | -51.7% | +13.6% | -65.3% | -54.1% |
| 3Y | +10.2% | +89.2% | -79.0% | -18.7% |
| All | +30.6% | +49.9% | -19.3% | +5.6% |
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