+448.0%
ORCL vs ALLE
+260.9%
+187.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +10.0% | -6.8% | +16.8% | +13.0% |
| 3M | -32.6% | +21.0% | -53.6% | -38.0% |
| 6M | +4.9% | +1.1% | +3.8% | +3.4% |
| YTD | -17.8% | -0.5% | -17.2% | -18.8% |
| 1Y | -28.0% | -7.3% | -20.7% | -27.2% |
| 3Y | +36.0% | +42.3% | -6.2% | +12.1% |
| 5Y | +88.7% | +13.5% | +75.3% | +68.2% |
| 10Y | +346.9% | +144.0% | +202.9% | +178.1% |
| All | +448.0% | +260.9% | +187.1% | +189.9% |
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