+93.1%
ORCL vs BLK
+31.1%
+62.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | +10.9% | -2.7% | +13.6% | +12.4% |
| 30D | +7.0% | -4.8% | +11.8% | +9.6% |
| 3M | -21.2% | +6.5% | -27.7% | -23.5% |
| 6M | +7.4% | +13.2% | -5.8% | +1.0% |
| YTD | -16.3% | +1.8% | -18.1% | -17.4% |
| 1Y | -32.3% | -1.0% | -31.3% | -32.7% |
| 3Y | +32.6% | +66.0% | -33.4% | +1.7% |
| 5Y | +93.1% | +31.2% | +61.9% | +66.7% |
| All | +93.1% | +31.1% | +62.0% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling