-28.0%
ORCL vs BIL
+3.7%
-31.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.5% |
| 7D | +5.3% | +0.1% | +5.2% | +6.6% |
| 30D | +10.0% | +0.3% | +9.6% | +15.7% |
| 3M | -32.6% | +0.9% | -33.5% | -21.6% |
| 6M | +4.9% | +1.8% | +3.1% | +28.7% |
| YTD | -17.8% | +2.4% | -20.2% | -10.1% |
| 1Y | -28.0% | +3.7% | -31.7% | -28.9% |
| All | -28.0% | +3.7% | -31.7% | -28.9% |
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