+368.8%
ORCL vs BBY
+236.2%
+132.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | +10.9% | +1.2% | +9.7% | +10.6% |
| 30D | +7.0% | +6.8% | +0.2% | +5.1% |
| 3M | -21.2% | +18.7% | -39.9% | -24.9% |
| 6M | +7.4% | +37.3% | -29.9% | -1.9% |
| YTD | -16.3% | +35.3% | -51.6% | -23.6% |
| 1Y | -32.3% | +20.7% | -53.0% | -36.7% |
| 3Y | +32.6% | +39.4% | -6.9% | +15.1% |
| 5Y | +93.1% | -1.5% | +94.6% | +79.0% |
| 10Y | +368.8% | +239.8% | +129.0% | +231.6% |
| All | +368.8% | +236.2% | +132.6% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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