+30.6%
ORCL vs BA
-23.0%
+53.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.5% |
| 3M | -18.8% | -25.3% | +6.5% | -13.1% |
| 6M | -39.7% | -24.6% | -15.1% | -35.8% |
| YTD | -39.6% | -20.1% | -19.5% | -36.8% |
| 1Y | -51.7% | -11.8% | -40.0% | -50.7% |
| 3Y | +10.2% | -10.1% | +20.4% | +8.3% |
| All | +30.6% | -23.0% | +53.6% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling