+42.7%
ORCL vs BIL
+20.3%
+22.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +0.1% | +7.9% | +7.8% |
| 30D | -4.0% | +0.3% | -4.3% | -4.6% |
| 3M | -19.5% | +1.0% | -20.4% | -20.3% |
| 6M | -33.5% | +1.9% | -35.3% | -34.6% |
| YTD | -34.8% | +3.2% | -38.0% | -38.1% |
| 1Y | -41.6% | +3.7% | -45.3% | -45.3% |
| 3Y | +13.8% | +13.8% | -0.1% | -29.5% |
| All | +42.7% | +20.3% | +22.4% | -36.5% |
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