+193.2%
ORCL vs BE
+979.8%
-786.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.6% |
| 7D | +10.4% | +20.5% | -10.2% | +8.2% |
| 30D | -11.2% | -23.4% | +12.1% | -8.9% |
| 3M | -16.8% | -14.9% | -1.9% | -15.6% |
| 6M | -31.5% | -28.1% | -3.4% | -30.3% |
| YTD | -33.9% | +132.4% | -166.3% | -40.5% |
| 1Y | -43.3% | +59.4% | -102.6% | -47.5% |
| 3Y | +16.5% | +1,815.8% | -1,799.4% | -13.4% |
| 5Y | +45.4% | +491.3% | -445.9% | +12.6% |
| All | +193.2% | +979.8% | -786.7% | +102.1% |
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