+172.1%
ORCL vs BE
+891.6%
-719.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.1% |
| 7D | -6.5% | -13.4% | +6.9% | -5.2% |
| 30D | -16.6% | -33.9% | +17.3% | -13.1% |
| 3M | -21.6% | -12.0% | -9.6% | -20.7% |
| 6M | -39.4% | -29.0% | -10.4% | -38.2% |
| YTD | -38.7% | +113.4% | -152.1% | -44.2% |
| 1Y | -50.4% | +33.2% | -83.5% | -53.3% |
| 3Y | +8.1% | +1,659.2% | -1,651.1% | -18.9% |
| 5Y | +34.5% | +461.4% | -426.8% | +4.9% |
| All | +172.1% | +891.6% | -719.5% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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