+189.1%
ORCL vs BE
+926.7%
-737.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.9% |
| 7D | +8.0% | +10.8% | -2.9% | +6.8% |
| 30D | -4.0% | -19.8% | +15.8% | -2.0% |
| 3M | -19.5% | -18.7% | -0.7% | -18.0% |
| 6M | -33.5% | -33.7% | +0.3% | -31.7% |
| YTD | -34.8% | +121.0% | -155.8% | -41.0% |
| 1Y | -41.6% | +85.4% | -127.0% | -46.5% |
| 3Y | +13.8% | +1,709.5% | -1,695.8% | -14.9% |
| 5Y | +43.4% | +462.2% | -418.8% | +11.6% |
| All | +189.1% | +926.7% | -737.6% | +100.4% |
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