+244.8%
ORCL vs ALLY
+189.4%
+55.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.4% |
| 30D | -18.8% | +3.1% | -21.9% | -19.5% |
| 3M | -18.8% | -12.6% | -6.2% | -16.3% |
| 6M | -39.7% | -12.4% | -27.3% | -38.0% |
| YTD | -39.6% | -13.2% | -26.5% | -38.0% |
| 1Y | -51.7% | +1.8% | -53.6% | -52.2% |
| 3Y | +10.2% | +58.0% | -47.7% | -3.3% |
| 5Y | +30.8% | -8.4% | +39.3% | +26.2% |
| All | +244.8% | +189.4% | +55.4% | +172.4% |
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