+244.8%
ORCL vs BA
+33.2%
+211.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -11.2% | +1.1% | -12.2% | -11.4% |
| 30D | -18.8% | -7.9% | -10.9% | -17.6% |
| 3M | -18.8% | -25.3% | +6.5% | -13.7% |
| 6M | -39.7% | -24.6% | -15.1% | -36.2% |
| YTD | -39.6% | -20.1% | -19.5% | -37.0% |
| 1Y | -51.7% | -11.8% | -40.0% | -50.8% |
| 3Y | +10.2% | -10.1% | +20.4% | +9.2% |
| 5Y | +30.8% | -22.7% | +53.6% | +30.1% |
| All | +244.8% | +33.2% | +211.6% | +251.1% |
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