+246.0%
ORCL vs BAH
+210.6%
+35.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -6.5% | +0.5% | -7.0% | -6.7% |
| 30D | -16.6% | +18.2% | -34.8% | -20.1% |
| 3M | -21.6% | +13.1% | -34.7% | -24.4% |
| 6M | -39.4% | +15.2% | -54.6% | -42.1% |
| YTD | -38.7% | +6.0% | -44.7% | -40.6% |
| 1Y | -50.4% | +3.1% | -53.5% | -51.7% |
| 3Y | +8.1% | -26.2% | +34.3% | +10.5% |
| 5Y | +34.5% | +9.3% | +25.2% | +17.4% |
| 10Y | +246.0% | +212.3% | +33.7% | +131.7% |
| All | +246.0% | +210.6% | +35.4% | +131.7% |
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