+727.0%
ORCL vs BG
+949.6%
-222.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.7% |
| 7D | +0.5% | +7.4% | -6.9% | -1.2% |
| 30D | -15.3% | -1.5% | -13.8% | -15.1% |
| 3M | -18.2% | -6.1% | -12.2% | -17.4% |
| 6M | -38.4% | -18.0% | -20.4% | -36.0% |
| YTD | -37.7% | +15.6% | -53.4% | -40.5% |
| 1Y | -49.3% | +9.6% | -58.8% | -51.0% |
| 3Y | +10.6% | +6.3% | +4.3% | +5.2% |
| 5Y | +35.5% | +24.6% | +10.9% | +21.2% |
| 10Y | +251.6% | +98.1% | +153.4% | +163.1% |
| All | +727.0% | +949.6% | -222.6% | +374.3% |
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