+30.6%
ORCL vs BAH
+8.3%
+22.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +1.5% |
| 7D | -11.2% | -3.5% | -7.6% | -10.7% |
| 30D | -18.8% | +24.3% | -43.1% | -21.8% |
| 3M | -18.8% | +16.3% | -35.1% | -21.0% |
| 6M | -39.7% | +13.6% | -53.3% | -41.2% |
| YTD | -39.6% | +3.5% | -43.1% | -40.4% |
| 1Y | -51.7% | +2.7% | -54.4% | -52.4% |
| 3Y | +10.2% | -26.6% | +36.8% | +11.2% |
| All | +30.6% | +8.3% | +22.3% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling