-51.7%
ORCL vs BE
+22.9%
-74.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.1% |
| 7D | -11.2% | -14.7% | +3.6% | -8.1% |
| 30D | -18.8% | -40.5% | +21.7% | -9.9% |
| 3M | -18.8% | -24.3% | +5.6% | -14.3% |
| 6M | -39.7% | -39.3% | -0.4% | -35.8% |
| YTD | -39.6% | +99.4% | -139.0% | -50.2% |
| 1Y | -51.7% | +26.6% | -78.3% | -56.9% |
| All | -51.7% | +22.9% | -74.6% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling