-43.3%
ORCL vs BHP
+49.1%
-92.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | +10.4% | +2.5% | +7.9% | +9.2% |
| 30D | -11.2% | -5.2% | -6.0% | -9.0% |
| 3M | -16.8% | -8.7% | -8.1% | -13.3% |
| 6M | -31.5% | -6.9% | -24.6% | -29.2% |
| YTD | -33.9% | +39.0% | -72.9% | -40.2% |
| 1Y | -43.3% | +48.9% | -92.2% | -50.9% |
| All | -43.3% | +49.1% | -92.3% | -50.9% |
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