+32.1%
ORCL vs BKR
+81.5%
-49.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +10.9% | -1.5% | +12.4% | +11.4% |
| 30D | +7.0% | -0.7% | +7.7% | +7.1% |
| 3M | -21.2% | +0.5% | -21.7% | -21.6% |
| 6M | +7.4% | +6.6% | +0.8% | +4.0% |
| YTD | -16.3% | +41.3% | -57.5% | -27.0% |
| 1Y | -32.3% | +42.2% | -74.5% | -41.3% |
| All | +32.1% | +81.5% | -49.4% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling