+196.1%
ORCL vs BE
+1,020.2%
-824.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +13.0% | -4.2% | +7.4% |
| 7D | +3.8% | +4.5% | -0.8% | +3.2% |
| 30D | -6.6% | -20.1% | +13.6% | -4.5% |
| 3M | -11.4% | -0.8% | -10.6% | -11.6% |
| 6M | -33.3% | -26.2% | -7.1% | -32.3% |
| YTD | -33.3% | +141.1% | -174.3% | -40.1% |
| 1Y | -44.9% | +64.8% | -109.8% | -49.2% |
| 3Y | +17.6% | +1,887.4% | -1,869.8% | -12.9% |
| 5Y | +46.1% | +518.1% | -472.0% | +12.6% |
| All | +196.1% | +1,020.2% | -824.1% | +103.3% |
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