+32.7%
ORCL vs BLDR
-55.3%
+88.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.7% |
| 7D | +5.3% | -2.8% | +8.1% | +5.8% |
| 30D | +10.0% | -13.3% | +23.2% | +12.3% |
| 3M | -32.6% | -12.3% | -20.3% | -31.7% |
| 6M | +4.9% | -31.5% | +36.4% | +10.4% |
| YTD | -17.8% | -36.1% | +18.3% | -12.8% |
| 1Y | -28.0% | -54.1% | +26.1% | -18.9% |
| All | +32.7% | -55.3% | +88.0% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling