+30.6%
ORCL vs BIL
+19.4%
+11.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.6% |
| 7D | -11.2% | -0.3% | -10.9% | -9.5% |
| 30D | -18.8% | 0.0% | -18.8% | -17.6% |
| 3M | -18.8% | +0.3% | -19.1% | -17.7% |
| 6M | -39.7% | +1.2% | -41.0% | -39.5% |
| YTD | -39.6% | +2.5% | -42.1% | -41.4% |
| 1Y | -51.7% | +3.0% | -54.8% | -53.9% |
| 3Y | +10.2% | +13.2% | -2.9% | -31.4% |
| All | +30.6% | +19.4% | +11.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling