+16.5%
ORCL vs BLK
+98.4%
-81.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.6% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -6.6% | +13.1% | -19.7% | -12.5% |
| 3M | -11.4% | +7.3% | -18.7% | -14.7% |
| 6M | -33.3% | +14.6% | -47.9% | -38.1% |
| YTD | -33.3% | +16.5% | -49.7% | -38.8% |
| 1Y | -44.9% | +15.4% | -60.3% | -49.3% |
| All | +16.5% | +98.4% | -81.9% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling