+649.6%
ORCL vs BIL
+30.3%
+619.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -17.5% | -0.3% | -17.2% | -18.2% |
| 30D | -20.2% | 0.0% | -20.1% | -20.1% |
| 3M | -19.9% | +0.3% | -20.3% | -19.0% |
| 6M | -37.4% | +1.2% | -38.6% | -34.5% |
| YTD | -40.1% | +2.4% | -42.5% | -34.6% |
| 1Y | -53.4% | +3.0% | -56.4% | -48.0% |
| 3Y | +10.4% | +13.1% | -2.7% | +72.7% |
| 5Y | +29.8% | +19.4% | +10.4% | +151.0% |
| 10Y | +249.2% | +25.2% | +224.1% | +731.2% |
| All | +649.6% | +30.3% | +619.3% | +1,577.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling