+270.3%
ORCL vs BA
+24.8%
+245.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | -1.1% | +9.1% | +8.2% |
| 30D | -4.0% | -7.1% | +3.1% | -2.7% |
| 3M | -19.5% | -25.5% | +6.1% | -14.4% |
| 6M | -33.5% | -28.7% | -4.7% | -28.7% |
| YTD | -34.8% | -21.0% | -13.8% | -31.9% |
| 1Y | -41.6% | -11.9% | -29.8% | -40.5% |
| 3Y | +13.8% | -16.2% | +29.9% | +14.4% |
| 5Y | +43.4% | -22.4% | +65.8% | +42.4% |
| All | +270.3% | +24.8% | +245.4% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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