-51.7%
ORCL vs BAX
+44.0%
-95.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -11.2% | +12.1% | -23.3% | -11.6% |
| 30D | -18.8% | +7.6% | -26.4% | -18.9% |
| 3M | -18.8% | -4.5% | -14.3% | -18.7% |
| 6M | -39.7% | +52.0% | -91.8% | -37.8% |
| YTD | -39.6% | +35.1% | -74.8% | -35.9% |
| 1Y | -51.7% | +43.7% | -95.5% | -46.2% |
| All | -51.7% | +44.0% | -95.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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