+8.1%
ORCL vs BAH
-25.7%
+33.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.3% |
| 3M | -21.6% | +13.1% | -34.7% | -22.8% |
| 6M | -39.4% | +15.2% | -54.6% | -40.4% |
| YTD | -38.7% | +6.0% | -44.7% | -39.2% |
| 1Y | -50.4% | +3.1% | -53.5% | -50.7% |
| 3Y | +8.1% | -26.2% | +34.3% | +8.5% |
| All | +8.1% | -25.7% | +33.8% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling