+1,300.7%
ORCL vs BLK
+14,736.0%
-13,435.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +8.0% | +3.7% | +4.2% | +6.4% |
| 30D | -4.0% | +13.9% | -17.9% | -9.0% |
| 3M | -19.5% | +3.9% | -23.4% | -20.9% |
| 6M | -33.5% | +13.0% | -46.4% | -36.8% |
| YTD | -34.8% | +16.1% | -51.0% | -39.0% |
| 1Y | -41.6% | +16.8% | -58.4% | -45.6% |
| 3Y | +13.8% | +97.7% | -83.9% | -14.9% |
| 5Y | +43.4% | +42.1% | +1.3% | +20.2% |
| 10Y | +268.8% | +321.3% | -52.5% | +94.7% |
| All | +1,300.7% | +14,736.0% | -13,435.3% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling