+25,321.1%
ORCL vs BHP
+7,239.7%
+18,081.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +1.9% |
| 7D | +0.5% | +3.5% | -3.0% | -0.7% |
| 30D | -15.3% | -4.5% | -10.8% | -14.0% |
| 3M | -18.2% | -6.4% | -11.9% | -16.4% |
| 6M | -38.4% | -0.1% | -38.4% | -38.5% |
| YTD | -37.7% | +43.0% | -80.7% | -45.2% |
| 1Y | -49.3% | +56.5% | -105.8% | -56.7% |
| 3Y | +10.6% | +62.0% | -51.4% | -8.4% |
| 5Y | +35.5% | +130.4% | -94.9% | -3.8% |
| 10Y | +251.6% | +349.1% | -97.5% | +87.0% |
| All | +25,321.1% | +7,239.7% | +18,081.4% | +4,841.2% |
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 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