+45.4%
ORCL vs BE
+491.1%
-445.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.4% |
| 7D | +10.4% | +20.5% | -10.2% | +7.0% |
| 30D | -11.2% | -23.4% | +12.1% | -7.7% |
| 3M | -16.8% | -14.9% | -1.9% | -15.1% |
| 6M | -31.5% | -28.1% | -3.4% | -29.8% |
| YTD | -33.9% | +132.4% | -166.3% | -44.4% |
| 1Y | -43.3% | +59.4% | -102.6% | -50.1% |
| 3Y | +16.5% | +1,815.8% | -1,799.4% | -29.1% |
| 5Y | +45.4% | +491.3% | -445.9% | -2.8% |
| All | +45.4% | +491.1% | -445.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling