-41.6%
ORCL vs BAC
-3.1%
-38.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | +8.0% | +3.2% | +4.7% | +6.2% |
| 30D | -4.0% | -0.7% | -3.3% | -3.5% |
| 3M | -19.5% | -20.0% | +0.5% | -11.6% |
| 6M | -33.5% | +3.4% | -36.9% | -34.0% |
| YTD | -34.8% | -5.7% | -29.1% | -34.1% |
| 1Y | -41.6% | -1.4% | -40.2% | -42.2% |
| All | -41.6% | -3.1% | -38.5% | -42.2% |
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