-49.5%
ORCL vs BAC
-0.5%
-48.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -3.8% |
| 7D | -14.4% | +1.5% | -15.9% | -14.9% |
| 30D | -12.8% | -4.4% | -8.4% | -11.0% |
| 3M | -14.8% | -17.5% | +2.7% | -8.0% |
| 6M | -30.9% | -0.1% | -30.8% | -30.5% |
| YTD | -35.7% | -4.6% | -31.0% | -35.4% |
| 1Y | -49.5% | -1.5% | -48.0% | -50.2% |
| All | -49.5% | -0.5% | -48.9% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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