+251.6%
ORCL vs BLDR
+602.6%
-351.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | +2.2% |
| 7D | +0.5% | -2.7% | +3.2% | +0.8% |
| 30D | -15.3% | +24.8% | -40.1% | -19.2% |
| 3M | -18.2% | -11.7% | -6.5% | -17.1% |
| 6M | -38.4% | -14.8% | -23.7% | -37.7% |
| YTD | -37.7% | -35.9% | -1.8% | -34.0% |
| 1Y | -49.3% | -39.7% | -9.6% | -45.8% |
| 3Y | +10.6% | -45.6% | +56.2% | +16.4% |
| 5Y | +35.5% | -2.5% | +38.0% | +23.4% |
| 10Y | +251.6% | +597.4% | -345.8% | +119.0% |
| All | +251.6% | +602.6% | -351.0% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling