-49.6%
ORCL vs BIL
+3.3%
-52.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +2.8% |
| 7D | +0.5% | +0.1% | +0.4% | -0.8% |
| 30D | -15.3% | 0.0% | -15.3% | -10.9% |
| 3M | -18.2% | +0.6% | -18.8% | -4.5% |
| 6M | -38.4% | +1.5% | -39.9% | -12.1% |
| YTD | -37.7% | +2.8% | -40.5% | -19.2% |
| All | -49.6% | +3.3% | -52.9% | -33.0% |
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