+33,471.1%
ORCL vs BAC
+1,396.9%
+32,074.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.2% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +10.0% | -0.9% | +10.9% | +10.2% |
| 3M | -32.6% | +16.3% | -48.9% | -35.6% |
| 6M | +4.9% | +26.0% | -21.0% | -2.2% |
| YTD | -17.8% | +15.2% | -33.0% | -21.4% |
| 1Y | -28.0% | +26.5% | -54.5% | -33.3% |
| 3Y | +36.0% | +132.4% | -96.4% | +4.3% |
| 5Y | +88.7% | +72.6% | +16.1% | +55.9% |
| 10Y | +346.9% | +389.7% | -42.8% | +161.8% |
| All | +33,471.1% | +1,396.9% | +32,074.3% | +7,084.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling