+298.9%
ORCL vs ALLE
+331.3%
-32.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -5.8% |
| 7D | -17.5% | 0.0% | -17.5% | -17.6% |
| 30D | -20.2% | +20.6% | -40.7% | -26.1% |
| 3M | -19.9% | +11.4% | -31.4% | -23.7% |
| 6M | -37.4% | +42.5% | -80.0% | -46.3% |
| YTD | -40.1% | +18.9% | -59.0% | -45.2% |
| 1Y | -53.4% | +14.2% | -67.5% | -56.7% |
| 3Y | +10.4% | +90.7% | -80.3% | -19.6% |
| 5Y | +29.8% | +52.5% | -22.7% | +2.2% |
| 10Y | +249.2% | +231.2% | +18.0% | +91.6% |
| All | +298.9% | +331.3% | -32.4% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling