+1,667.7%
ORCL vs BLK
+13,445.8%
-11,778.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | -3.6% | +8.9% | +6.9% |
| 30D | +10.0% | -1.0% | +11.0% | +10.4% |
| 3M | -32.6% | +10.4% | -43.0% | -35.2% |
| 6M | +4.9% | +8.2% | -3.2% | +1.4% |
| YTD | -17.8% | +6.0% | -23.8% | -19.9% |
| 1Y | -28.0% | +3.3% | -31.3% | -29.5% |
| 3Y | +36.0% | +70.3% | -34.2% | +8.3% |
| 5Y | +88.7% | +34.5% | +54.2% | +62.0% |
| 10Y | +346.9% | +281.9% | +65.0% | +145.9% |
| All | +1,667.7% | +13,445.8% | -11,778.0% | +196.5% |
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 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