+406.4%
ORCL vs BAH
+1,110.0%
-703.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.2% |
| 7D | -17.5% | +6.0% | -23.5% | -18.8% |
| 30D | -20.2% | +31.1% | -51.2% | -25.6% |
| 3M | -19.9% | +25.2% | -45.1% | -24.8% |
| 6M | -37.4% | +18.9% | -56.3% | -40.8% |
| YTD | -40.1% | +8.3% | -48.4% | -42.4% |
| 1Y | -53.4% | +6.2% | -59.6% | -55.1% |
| 3Y | +10.4% | -22.8% | +33.2% | +11.7% |
| 5Y | +29.8% | +13.6% | +16.2% | +15.0% |
| 10Y | +249.2% | +240.2% | +9.0% | +126.7% |
| All | +406.4% | +1,110.0% | -703.6% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling