+94.3%
ORCL vs BG
+84.8%
+9.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.9% |
| 7D | +15.0% | +2.4% | +12.6% | +14.7% |
| 30D | +10.5% | +15.0% | -4.5% | +8.7% |
| 3M | -23.0% | -0.7% | -22.3% | -23.0% |
| 6M | +7.0% | +7.5% | -0.5% | +5.9% |
| YTD | -15.8% | +41.6% | -57.4% | -19.3% |
| 1Y | -31.1% | +50.7% | -81.7% | -34.7% |
| 3Y | +33.3% | +20.3% | +13.0% | +29.4% |
| 5Y | +94.3% | +85.2% | +9.1% | +60.1% |
| All | +94.3% | +84.8% | +9.6% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling