+9.3%
ORCL vs BA
-11.9%
+21.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -6.3% |
| 7D | -17.5% | -0.1% | -17.4% | -17.5% |
| 30D | -20.2% | -9.1% | -11.0% | -18.6% |
| 3M | -19.9% | -28.2% | +8.2% | -13.5% |
| 6M | -37.4% | -23.1% | -14.3% | -33.7% |
| YTD | -40.1% | -20.6% | -19.6% | -37.2% |
| 1Y | -53.4% | -12.7% | -40.7% | -52.1% |
| All | +9.3% | -11.9% | +21.3% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling