+24,538.0%
ORCL vs BBWI
+1,142.2%
+23,395.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.6% |
| 7D | -11.2% | -6.2% | -5.0% | -9.9% |
| 30D | -18.8% | +19.9% | -38.8% | -22.6% |
| 3M | -18.8% | +7.1% | -25.9% | -21.0% |
| 6M | -39.7% | +13.7% | -53.4% | -42.8% |
| YTD | -39.6% | +9.6% | -49.2% | -43.1% |
| 1Y | -51.7% | -1.6% | -50.1% | -53.8% |
| 3Y | +10.2% | -25.9% | +36.1% | +7.5% |
| 5Y | +30.8% | -67.8% | +98.6% | +48.8% |
| 10Y | +252.1% | -43.5% | +295.5% | +182.6% |
| All | +24,538.0% | +1,142.2% | +23,395.8% | +4,003.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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