+992.2%
ORCL vs BG
+1,131.5%
-139.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +5.3% | +2.8% | +2.5% | +4.5% |
| 30D | +10.0% | +12.0% | -2.1% | +6.9% |
| 3M | -32.6% | -7.7% | -24.9% | -31.6% |
| 6M | +4.9% | +4.5% | +0.4% | +3.2% |
| YTD | -17.8% | +35.7% | -53.4% | -24.1% |
| 1Y | -28.0% | +50.1% | -78.1% | -35.7% |
| 3Y | +36.0% | +12.6% | +23.4% | +28.1% |
| 5Y | +88.7% | +75.4% | +13.3% | +55.4% |
| 10Y | +346.9% | +150.5% | +196.4% | +216.1% |
| All | +992.2% | +1,131.5% | -139.3% | +505.1% |
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 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