+786.3%
ORCL vs BG
+940.3%
-154.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +8.6% |
| 7D | +3.8% | +3.4% | +0.4% | +3.0% |
| 30D | -6.6% | -3.8% | -2.8% | -5.8% |
| 3M | -11.4% | -9.6% | -1.9% | -9.7% |
| 6M | -33.3% | -19.5% | -13.8% | -30.3% |
| YTD | -33.3% | +14.6% | -47.9% | -36.1% |
| 1Y | -44.9% | +6.6% | -51.5% | -46.5% |
| 3Y | +17.6% | +4.7% | +13.0% | +12.3% |
| 5Y | +46.1% | +22.1% | +24.0% | +31.3% |
| 10Y | +277.8% | +109.2% | +168.6% | +178.9% |
| All | +786.3% | +940.3% | -154.0% | +409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling