+244.8%
ORCL vs BB
+23.8%
+221.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.2% |
| 7D | -11.2% | +3.8% | -15.0% | -11.6% |
| 30D | -18.8% | -0.3% | -18.5% | -18.8% |
| 3M | -18.8% | -0.5% | -18.3% | -19.0% |
| 6M | -39.7% | +45.9% | -85.6% | -43.5% |
| YTD | -39.6% | +130.6% | -170.2% | -46.9% |
| 1Y | -51.7% | +89.2% | -140.9% | -56.5% |
| 3Y | +10.2% | +137.5% | -127.3% | -6.5% |
| 5Y | +30.8% | -20.9% | +51.7% | +22.1% |
| All | +244.8% | +23.8% | +221.0% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling