+247.2%
ORCL vs ALLY
+177.9%
+69.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -16.6% | +1.1% | -17.7% | -16.8% |
| 3M | -21.6% | -13.2% | -8.4% | -19.1% |
| 6M | -39.4% | -13.5% | -25.9% | -37.5% |
| YTD | -38.7% | -14.3% | -24.4% | -36.8% |
| 1Y | -50.4% | -1.1% | -49.2% | -50.5% |
| 3Y | +8.1% | +62.0% | -53.9% | -5.7% |
| 5Y | +34.5% | -9.6% | +44.2% | +30.2% |
| All | +247.2% | +177.9% | +69.2% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling