+246.0%
ORCL vs BG
+95.6%
+150.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -6.5% | +5.0% | -11.5% | -7.3% |
| 30D | -16.6% | -3.2% | -13.3% | -16.1% |
| 3M | -21.6% | -11.2% | -10.4% | -20.2% |
| 6M | -39.4% | -19.4% | -19.9% | -37.2% |
| YTD | -38.7% | +13.6% | -52.3% | -40.7% |
| 1Y | -50.4% | +7.3% | -57.6% | -51.6% |
| 3Y | +8.1% | +3.8% | +4.3% | +4.4% |
| 5Y | +34.5% | +23.2% | +11.3% | +22.1% |
| 10Y | +246.0% | +97.9% | +148.1% | +160.0% |
| All | +246.0% | +95.6% | +150.4% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling