+91.4%
ORCL vs ALLY
+1.6%
+89.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +3.7% | +1.6% | +4.4% |
| 30D | +10.0% | -2.3% | +12.2% | +10.6% |
| 3M | -32.6% | +3.8% | -36.4% | -33.2% |
| 6M | +4.9% | +9.7% | -4.8% | +2.4% |
| YTD | -17.8% | -1.4% | -16.3% | -17.8% |
| 1Y | -28.0% | +8.2% | -36.2% | -29.9% |
| 3Y | +36.0% | +66.5% | -30.5% | +17.5% |
| All | +91.4% | +1.6% | +89.8% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling