-50.4%
ORCL vs BG
+6.5%
-56.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.6% |
| 7D | -6.5% | +5.0% | -11.5% | -6.4% |
| 30D | -16.6% | -3.2% | -13.3% | -16.8% |
| 3M | -21.6% | -11.2% | -10.4% | -22.1% |
| 6M | -39.4% | -19.4% | -19.9% | -39.4% |
| YTD | -38.7% | +13.6% | -52.3% | -26.1% |
| 1Y | -50.4% | +7.3% | -57.6% | -43.5% |
| All | -50.4% | +6.5% | -56.9% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling