+24,538.0%
ORCL vs BAC
+1,080.2%
+23,457.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -11.2% | -1.2% | -10.0% | -10.8% |
| 30D | -18.8% | -7.7% | -11.2% | -16.8% |
| 3M | -18.8% | -21.2% | +2.4% | -12.8% |
| 6M | -39.7% | -6.8% | -32.9% | -38.5% |
| YTD | -39.6% | -8.7% | -30.9% | -38.1% |
| 1Y | -51.7% | -5.3% | -46.5% | -51.1% |
| 3Y | +10.2% | +87.4% | -77.2% | -9.6% |
| 5Y | +30.8% | +18.9% | +11.9% | +20.9% |
| 10Y | +252.1% | +273.3% | -21.2% | +123.8% |
| All | +24,538.0% | +1,080.2% | +23,457.8% | +5,564.5% |
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