-31.1%
ORCL vs BHP
+76.4%
-107.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.7% |
| 7D | +15.0% | +1.3% | +13.7% | +14.4% |
| 30D | +10.5% | +4.0% | +6.6% | +8.7% |
| 3M | -23.0% | +12.3% | -35.3% | -26.7% |
| 6M | +7.0% | +30.8% | -23.8% | -2.3% |
| YTD | -15.8% | +58.8% | -74.6% | -27.5% |
| 1Y | -31.1% | +76.8% | -107.9% | -42.2% |
| All | -31.1% | +76.4% | -107.5% | -42.2% |
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