+1,043.9%
ORCL vs BLDR
+389.2%
+654.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.5% |
| 7D | -11.2% | -3.7% | -7.5% | -10.9% |
| 30D | -18.8% | +16.8% | -35.6% | -21.1% |
| 3M | -18.8% | -13.7% | -5.0% | -17.7% |
| 6M | -39.7% | -21.9% | -17.9% | -38.4% |
| YTD | -39.6% | -39.2% | -0.4% | -36.4% |
| 1Y | -51.7% | -42.6% | -9.1% | -48.8% |
| 3Y | +10.2% | -50.2% | +60.4% | +16.6% |
| 5Y | +30.8% | -7.0% | +37.8% | +24.1% |
| 10Y | +252.1% | +584.2% | -332.2% | +138.5% |
| All | +1,043.9% | +389.2% | +654.7% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling