+45.4%
ORCL vs BEN
+29.7%
+15.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +10.4% | +11.3% | -1.0% | +6.1% |
| 30D | -11.2% | +15.0% | -26.2% | -15.5% |
| 3M | -16.8% | +7.8% | -24.6% | -19.0% |
| 6M | -31.5% | +15.5% | -47.0% | -34.7% |
| YTD | -33.9% | +55.4% | -89.3% | -43.0% |
| 1Y | -43.3% | +63.3% | -106.5% | -51.8% |
| 3Y | +16.5% | +83.4% | -67.0% | -9.8% |
| 5Y | +45.4% | +28.1% | +17.3% | +37.2% |
| All | +45.4% | +29.7% | +15.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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