-49.5%
ORCL vs BHP
+53.4%
-102.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -3.1% |
| 7D | -14.4% | -2.5% | -11.9% | -13.4% |
| 30D | -12.8% | -7.7% | -5.1% | -9.7% |
| 3M | -14.8% | -6.4% | -8.4% | -12.3% |
| 6M | -30.9% | +5.2% | -36.0% | -31.3% |
| YTD | -35.7% | +38.3% | -74.0% | -42.1% |
| 1Y | -49.5% | +53.4% | -102.9% | -58.0% |
| All | -49.5% | +53.4% | -102.9% | -58.0% |
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