-44.9%
ORCL vs BE
+53.3%
-98.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +13.0% | -4.2% | +5.9% |
| 7D | +3.8% | +4.5% | -0.8% | +2.4% |
| 30D | -6.6% | -20.1% | +13.6% | -2.7% |
| 3M | -11.4% | -0.8% | -10.6% | -11.7% |
| 6M | -33.3% | -26.2% | -7.1% | -31.9% |
| YTD | -33.3% | +141.1% | -174.3% | -47.2% |
| 1Y | -44.9% | +64.8% | -109.8% | -53.8% |
| All | -44.9% | +53.3% | -98.2% | -53.8% |
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