+92.8%
ORCL vs BKR
+199.3%
-106.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +10.9% | -1.5% | +12.4% | +11.3% |
| 30D | +7.0% | -0.7% | +7.7% | +7.1% |
| 3M | -21.2% | +0.5% | -21.7% | -21.5% |
| 6M | +7.4% | +6.6% | +0.8% | +5.1% |
| YTD | -16.3% | +41.3% | -57.5% | -23.7% |
| 1Y | -32.3% | +42.2% | -74.5% | -38.5% |
| 3Y | +32.6% | +83.4% | -50.9% | +14.2% |
| All | +92.8% | +199.3% | -106.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling