+33,471.1%
ORCL vs BHP
+7,909.4%
+25,561.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | -2.9% | +8.2% | +6.3% |
| 30D | +10.0% | +3.4% | +6.6% | +8.6% |
| 3M | -32.6% | +4.1% | -36.7% | -33.6% |
| 6M | +4.9% | +20.6% | -15.6% | -1.9% |
| YTD | -17.8% | +56.1% | -73.8% | -29.8% |
| 1Y | -28.0% | +69.6% | -97.6% | -40.4% |
| 3Y | +36.0% | +78.8% | -42.8% | +8.8% |
| 5Y | +88.7% | +113.1% | -24.3% | +37.2% |
| 10Y | +346.9% | +505.9% | -159.0% | +114.0% |
| All | +33,471.1% | +7,909.4% | +25,561.8% | +6,229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling