+10.2%
ORCL vs BAC
+85.9%
-75.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -11.2% | -1.2% | -10.0% | -10.7% |
| 30D | -18.8% | -7.7% | -11.2% | -16.0% |
| 3M | -18.8% | -21.2% | +2.4% | -10.9% |
| 6M | -39.7% | -6.8% | -32.9% | -38.0% |
| YTD | -39.6% | -8.7% | -30.9% | -37.6% |
| 1Y | -51.7% | -5.3% | -46.5% | -50.8% |
| 3Y | +10.2% | +87.4% | -77.2% | -8.2% |
| All | +10.2% | +85.9% | -75.7% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling