-50.4%
ORCL vs BAH
+2.9%
-53.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -16.6% | +18.2% | -34.8% | -18.0% |
| 3M | -21.6% | +13.1% | -34.7% | -22.4% |
| 6M | -39.4% | +15.2% | -54.6% | -39.5% |
| YTD | -38.7% | +6.0% | -44.7% | -38.2% |
| 1Y | -50.4% | +3.1% | -53.5% | -50.9% |
| All | -50.4% | +2.9% | -53.3% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling