-51.7%
ORCL vs BA
-12.5%
-39.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -17.1% |
| 3M | -18.8% | -25.3% | +6.5% | -10.9% |
| 6M | -39.7% | -24.6% | -15.1% | -34.5% |
| YTD | -39.6% | -20.1% | -19.5% | -36.3% |
| 1Y | -51.7% | -11.8% | -40.0% | -49.8% |
| All | -51.7% | -12.5% | -39.3% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling