+32.7%
ORCL vs BA
-4.9%
+37.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +5.3% | +1.2% | +4.1% | +5.0% |
| 30D | +10.0% | -11.6% | +21.6% | +13.4% |
| 3M | -32.6% | -2.4% | -30.2% | -32.1% |
| 6M | +4.9% | -6.6% | +11.6% | +6.1% |
| YTD | -17.8% | -2.2% | -15.5% | -17.6% |
| 1Y | -28.0% | -8.0% | -20.0% | -27.1% |
| All | +32.7% | -4.9% | +37.5% | +4.1% |
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 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