+929.7%
ORCL vs BIL
+30.4%
+899.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.6% |
| 30D | +10.0% | +0.3% | +9.6% | +11.3% |
| 3M | -32.6% | +0.9% | -33.5% | -30.2% |
| 6M | +4.9% | +1.8% | +3.1% | +12.2% |
| YTD | -17.8% | +2.4% | -20.2% | -10.2% |
| 1Y | -28.0% | +3.7% | -31.7% | -17.9% |
| 3Y | +36.0% | +14.2% | +21.9% | +120.2% |
| 5Y | +88.7% | +19.4% | +69.3% | +264.8% |
| 10Y | +346.9% | +25.2% | +321.7% | +964.7% |
| All | +929.7% | +30.4% | +899.4% | +2,204.9% |
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 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