-49.6%
ORCL vs ALM
+21.0%
-70.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.9% | +1.6% |
| 7D | +0.5% | +0.7% | -0.3% | +0.3% |
| 30D | -15.3% | -26.1% | +10.8% | -10.6% |
| 3M | -18.2% | -38.1% | +19.9% | -11.5% |
| 6M | -38.4% | -55.4% | +17.0% | -31.1% |
| YTD | -37.7% | -0.4% | -37.3% | -36.7% |
| All | -49.6% | +21.0% | -70.6% | -50.8% |
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