+251.6%
ORCL vs BAC
+257.8%
-6.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.3% |
| 7D | +0.5% | +2.0% | -1.5% | -0.3% |
| 30D | -15.3% | -6.9% | -8.3% | -12.7% |
| 3M | -18.2% | -19.6% | +1.3% | -11.0% |
| 6M | -38.4% | -0.5% | -38.0% | -38.4% |
| YTD | -37.7% | -6.6% | -31.1% | -36.3% |
| 1Y | -49.3% | -3.0% | -46.3% | -48.8% |
| 3Y | +10.6% | +97.3% | -86.7% | -16.5% |
| 5Y | +35.5% | +21.9% | +13.6% | +20.9% |
| 10Y | +251.6% | +251.7% | -0.1% | +131.1% |
| All | +251.6% | +257.8% | -6.2% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling