+270.3%
ORCL vs BG
+111.0%
+159.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +8.0% | +2.6% | +5.4% | +7.5% |
| 30D | -4.0% | -6.7% | +2.7% | -2.8% |
| 3M | -19.5% | -9.3% | -10.2% | -18.3% |
| 6M | -33.5% | -18.3% | -15.1% | -31.3% |
| YTD | -34.8% | +16.2% | -51.0% | -37.2% |
| 1Y | -41.6% | +7.6% | -49.2% | -43.0% |
| 3Y | +13.8% | +6.6% | +7.2% | +9.3% |
| 5Y | +43.4% | +22.2% | +21.2% | +30.5% |
| All | +270.3% | +111.0% | +159.3% | +178.9% |
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