+91.4%
ORCL vs BAC
+71.7%
+19.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.4% |
| 6M | +4.9% | +26.6% | -21.7% | -4.1% |
| YTD | -17.8% | +15.8% | -33.5% | -22.4% |
| 1Y | -28.0% | +27.2% | -55.2% | -34.7% |
| 3Y | +36.0% | +132.4% | -96.4% | -2.5% |
| All | +91.4% | +71.7% | +19.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling