+29.8%
ORCL vs ALLY
-7.4%
+37.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.6% | -6.6% |
| 7D | -17.5% | -1.1% | -16.3% | -17.3% |
| 30D | -20.2% | +4.2% | -24.3% | -21.0% |
| 3M | -19.9% | -12.4% | -7.5% | -17.4% |
| 6M | -37.4% | -8.7% | -28.7% | -36.2% |
| YTD | -40.1% | -11.6% | -28.5% | -38.6% |
| 1Y | -53.4% | +0.2% | -53.5% | -53.7% |
| 3Y | +10.4% | +57.1% | -46.7% | -3.5% |
| 5Y | +29.8% | -6.8% | +36.6% | +31.0% |
| All | +29.8% | -7.4% | +37.2% | +31.0% |
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 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