+9.3%
ORCL vs BIL
+13.1%
-3.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -7.0% |
| 7D | -17.5% | -0.3% | -17.2% | -15.3% |
| 30D | -20.2% | 0.0% | -20.1% | -18.0% |
| 3M | -19.9% | +0.3% | -20.3% | -16.8% |
| 6M | -37.4% | +1.2% | -38.6% | -33.5% |
| YTD | -40.1% | +2.4% | -42.5% | -37.6% |
| 1Y | -53.4% | +3.0% | -56.4% | -51.5% |
| All | +9.3% | +13.1% | -3.8% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling