+33,471.1%
ORCL vs BAC
+1,396.9%
+32,074.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | +10.0% | -0.4% | +10.4% | +10.1% |
| 3M | -32.6% | +16.9% | -49.5% | -35.7% |
| 6M | +4.9% | +26.6% | -21.7% | -2.4% |
| YTD | -17.8% | +15.8% | -33.5% | -21.5% |
| 1Y | -28.0% | +27.2% | -55.2% | -33.4% |
| 3Y | +36.0% | +132.4% | -96.4% | +4.3% |
| 5Y | +88.7% | +72.6% | +16.1% | +55.9% |
| 10Y | +346.9% | +389.7% | -42.8% | +161.8% |
| All | +33,471.1% | +1,396.9% | +32,074.2% | +7,085.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling