+246.0%
ORCL vs ALM
+2,040.7%
-1,794.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | -1.1% |
| 7D | -6.5% | -6.3% | -0.2% | -6.2% |
| 30D | -16.6% | -31.4% | +14.9% | -15.1% |
| 3M | -21.6% | -40.6% | +19.0% | -19.7% |
| 6M | -39.4% | -58.6% | +19.3% | -37.2% |
| YTD | -38.7% | -7.6% | -31.1% | -38.2% |
| 1Y | -50.4% | +13.8% | -64.2% | -50.4% |
| 3Y | +8.1% | +842.1% | -834.0% | +0.5% |
| 5Y | +34.5% | +407.4% | -372.9% | +25.7% |
| 10Y | +246.0% | +2,079.4% | -1,833.4% | +193.6% |
| All | +246.0% | +2,040.7% | -1,794.7% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling