+10.2%
ORCL vs BHP
+50.5%
-40.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.5% |
| 30D | -18.8% | -6.3% | -12.6% | -16.9% |
| 3M | -18.8% | -7.1% | -11.6% | -16.5% |
| 6M | -39.7% | -3.2% | -36.5% | -38.9% |
| YTD | -39.6% | +37.9% | -77.5% | -45.3% |
| 1Y | -51.7% | +49.7% | -101.4% | -57.4% |
| 3Y | +10.2% | +51.7% | -41.5% | -7.7% |
| All | +10.2% | +50.5% | -40.3% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling