+26,157.2%
ORCL vs BA
+1,560.1%
+24,597.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.1% | -2.6% |
| 7D | -14.4% | +5.9% | -20.3% | -16.1% |
| 30D | -12.8% | -8.2% | -4.7% | -10.9% |
| 3M | -14.8% | -25.4% | +10.6% | -6.9% |
| 6M | -30.9% | -20.0% | -10.9% | -26.3% |
| YTD | -35.7% | -18.5% | -17.2% | -32.2% |
| 1Y | -49.5% | -10.6% | -38.8% | -48.4% |
| 3Y | +18.6% | -9.3% | +27.9% | +15.9% |
| 5Y | +38.4% | -16.9% | +55.3% | +33.3% |
| 10Y | +275.2% | +37.9% | +237.3% | +144.5% |
| All | +26,157.2% | +1,560.1% | +24,597.1% | +4,718.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling