-28.0%
ORCL vs BHP
+65.8%
-93.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.5% | +4.0% |
| 7D | +5.3% | -5.0% | +10.2% | +7.3% |
| 30D | +10.0% | +1.2% | +8.8% | +9.2% |
| 3M | -32.6% | +1.8% | -34.4% | -33.2% |
| 6M | +4.9% | +18.0% | -13.1% | -1.3% |
| YTD | -17.8% | +52.7% | -70.5% | -26.9% |
| 1Y | -28.0% | +66.0% | -94.0% | -37.4% |
| All | -28.0% | +65.8% | -93.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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