-28.0%
ORCL vs ALM
+318.3%
-346.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.3% |
| 7D | +5.3% | -2.6% | +7.9% | +5.6% |
| 30D | +10.0% | +32.0% | -22.0% | +5.5% |
| 3M | -32.6% | -15.0% | -17.5% | -32.3% |
| 6M | +4.9% | -10.1% | +15.1% | +3.2% |
| YTD | -17.8% | +99.4% | -117.2% | -22.8% |
| 1Y | -28.0% | +316.4% | -344.3% | -29.6% |
| All | -28.0% | +318.3% | -346.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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