+275.4%
ORCL vs BHP
+339.3%
-63.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | +10.4% | +2.5% | +7.9% | +9.5% |
| 30D | -11.2% | -5.2% | -6.0% | -9.6% |
| 3M | -16.8% | -8.7% | -8.1% | -14.2% |
| 6M | -31.5% | -6.9% | -24.6% | -29.9% |
| YTD | -33.9% | +39.0% | -72.9% | -40.8% |
| 1Y | -43.3% | +48.9% | -92.2% | -50.3% |
| 3Y | +16.5% | +55.4% | -38.9% | -1.4% |
| 5Y | +45.4% | +119.2% | -73.8% | +6.0% |
| All | +275.4% | +339.3% | -63.9% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling