-41.6%
ORCL vs BKR
+5.7%
-47.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +8.0% | +3.8% | +4.2% | +7.3% |
| 30D | -4.0% | -10.3% | +6.3% | -3.3% |
| 3M | -19.5% | -21.7% | +2.2% | -17.1% |
| 6M | -33.5% | -23.8% | -9.7% | -32.0% |
| YTD | -34.8% | +10.3% | -45.1% | -35.1% |
| 1Y | -41.6% | +5.7% | -47.3% | -41.3% |
| All | -41.6% | +5.7% | -47.3% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling