+346.9%
ORCL vs BAH
+185.2%
+161.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.4% |
| 7D | +5.3% | -3.2% | +8.5% | +6.1% |
| 30D | +10.0% | +2.0% | +8.0% | +9.3% |
| 3M | -32.6% | -7.6% | -25.0% | -31.5% |
| 6M | +4.9% | -5.7% | +10.6% | +5.6% |
| YTD | -17.8% | -11.7% | -6.0% | -16.2% |
| 1Y | -28.0% | -27.4% | -0.6% | -23.3% |
| 3Y | +36.0% | -32.5% | +68.6% | +41.5% |
| 5Y | +88.7% | -3.3% | +92.1% | +69.4% |
| All | +346.9% | +185.2% | +161.7% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling