+1,325.0%
ORCL vs ALNY
+2,605.6%
-1,280.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.7% | -2.0% |
| 7D | +8.0% | +5.8% | +2.1% | +7.3% |
| 30D | -4.0% | -26.5% | +22.5% | -0.8% |
| 3M | -19.5% | -27.3% | +7.9% | -16.8% |
| 6M | -33.5% | -43.4% | +9.9% | -30.0% |
| YTD | -34.8% | -58.5% | +23.7% | -29.0% |
| 1Y | -41.6% | -63.6% | +22.0% | -35.4% |
| 3Y | +13.8% | 0.0% | +13.7% | +9.6% |
| 5Y | +43.4% | -3.4% | +46.8% | +34.6% |
| 10Y | +268.8% | +254.6% | +14.2% | +175.1% |
| All | +1,325.0% | +2,605.6% | -1,280.6% | +640.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 all: compounded portfolio wealth divided by compounded ALNY 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…
all analysis · Full analysis span regression · 6 months rolling