+8.1%
ORCL vs BAC
+96.2%
-88.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -6.5% | +2.1% | -8.6% | -7.2% |
| 30D | -16.6% | -6.7% | -9.9% | -14.1% |
| 3M | -21.6% | -20.2% | -1.4% | -14.4% |
| 6M | -39.4% | -0.2% | -39.1% | -39.2% |
| YTD | -38.7% | -6.4% | -32.3% | -37.2% |
| 1Y | -50.4% | -3.1% | -47.2% | -49.9% |
| 3Y | +8.1% | +96.7% | -88.6% | -13.8% |
| All | +8.1% | +96.2% | -88.1% | -13.8% |
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