+35.5%
ORCL vs BIL
+19.8%
+15.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.0% |
| 7D | +0.5% | +0.1% | +0.4% | -0.1% |
| 30D | -15.3% | 0.0% | -15.3% | -13.9% |
| 3M | -18.2% | +0.6% | -18.8% | -17.3% |
| 6M | -38.4% | +1.5% | -39.9% | -38.2% |
| YTD | -37.7% | +2.8% | -40.5% | -39.5% |
| 1Y | -49.3% | +3.3% | -52.6% | -51.5% |
| 3Y | +10.6% | +13.4% | -2.8% | -30.3% |
| 5Y | +35.5% | +19.8% | +15.7% | -39.8% |
| All | +35.5% | +19.8% | +15.7% | -39.8% |
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