+244.8%
ORCL vs BN
+271.1%
-26.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -11.2% | +5.3% | -16.5% | -13.8% |
| 30D | -18.8% | +11.9% | -30.7% | -23.4% |
| 3M | -18.8% | -5.7% | -13.0% | -16.8% |
| 6M | -39.7% | -10.6% | -29.1% | -36.6% |
| YTD | -39.6% | -9.4% | -30.3% | -37.0% |
| 1Y | -51.7% | -8.8% | -43.0% | -49.8% |
| 3Y | +10.2% | +95.6% | -85.4% | -17.3% |
| 5Y | +30.8% | +30.2% | +0.7% | +13.4% |
| All | +244.8% | +271.1% | -26.3% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling