-51.7%
ORCL vs BIL
+3.3%
-55.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.3% |
| 7D | -11.2% | -0.3% | -10.9% | -6.8% |
| 30D | -18.8% | 0.0% | -18.8% | -13.8% |
| 3M | -18.8% | +0.6% | -19.4% | -3.7% |
| 6M | -39.7% | +1.5% | -41.3% | -11.8% |
| YTD | -39.6% | +2.8% | -42.4% | -18.8% |
| 1Y | -51.7% | +3.3% | -55.1% | -32.1% |
| All | -51.7% | +3.3% | -55.1% | -32.1% |
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