-41.6%
ORCL vs ALLY
-1.0%
-40.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | -4.0% | +5.2% | -9.2% | -5.5% |
| 3M | -19.5% | -13.3% | -6.2% | -16.1% |
| 6M | -33.5% | -6.7% | -26.8% | -32.1% |
| YTD | -34.8% | -12.8% | -22.0% | -33.4% |
| 1Y | -41.6% | +0.7% | -42.3% | -41.2% |
| All | -41.6% | -1.0% | -40.6% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling