+4.9%
ORCL vs BE
+62.4%
-57.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.4% | -4.3% | +1.7% |
| 7D | +5.3% | +20.0% | -14.7% | +1.8% |
| 30D | +10.0% | +7.9% | +2.1% | +8.1% |
| 3M | -32.6% | -13.2% | -19.4% | -33.1% |
| 6M | +4.9% | +53.5% | -48.5% | -5.3% |
| All | +4.9% | +62.4% | -57.5% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling