-49.5%
ORCL vs BIL
+3.0%
-52.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -14.4% | -0.3% | -14.1% | -11.2% |
| 30D | -12.8% | 0.0% | -12.8% | -8.8% |
| 3M | -14.8% | +0.3% | -15.1% | -2.2% |
| 6M | -30.9% | +1.2% | -32.1% | -3.1% |
| YTD | -35.7% | +2.4% | -38.1% | -17.3% |
| 1Y | -49.5% | +3.0% | -52.5% | -32.6% |
| All | -49.5% | +3.0% | -52.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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