-28.0%
ORCL vs BLK
+3.3%
-31.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | -3.6% | +8.9% | +7.0% |
| 30D | +10.0% | -1.0% | +11.0% | +10.5% |
| 3M | -32.6% | +10.4% | -43.0% | -34.8% |
| 6M | +4.9% | +8.2% | -3.2% | +1.0% |
| YTD | -17.8% | +6.0% | -23.8% | -19.3% |
| 1Y | -28.0% | +3.3% | -31.3% | -23.5% |
| All | -28.0% | +3.3% | -31.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling