+368.8%
ORCL vs BG
+160.3%
+208.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +10.9% | +0.5% | +10.4% | +10.8% |
| 30D | +7.0% | +10.3% | -3.3% | +5.0% |
| 3M | -21.2% | -1.9% | -19.3% | -21.2% |
| 6M | +7.4% | +5.2% | +2.1% | +5.9% |
| YTD | -16.3% | +41.2% | -57.4% | -21.9% |
| 1Y | -32.3% | +50.5% | -82.8% | -38.0% |
| 3Y | +32.6% | +19.9% | +12.6% | +25.5% |
| 5Y | +93.1% | +86.7% | +6.4% | +61.5% |
| 10Y | +368.8% | +167.5% | +201.3% | +242.6% |
| All | +368.8% | +160.3% | +208.5% | +242.6% |
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