+251.6%
ORCL vs BN
+289.4%
-37.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.7% | +1.4% |
| 7D | +0.5% | +3.6% | -3.2% | -1.4% |
| 30D | -15.3% | +15.9% | -31.1% | -21.4% |
| 3M | -18.2% | -2.3% | -15.9% | -17.6% |
| 6M | -38.4% | -8.4% | -30.0% | -36.0% |
| YTD | -37.7% | -5.9% | -31.8% | -36.2% |
| 1Y | -49.3% | -5.6% | -43.7% | -48.1% |
| 3Y | +10.6% | +104.2% | -93.6% | -18.6% |
| 5Y | +35.5% | +35.5% | 0.0% | +15.2% |
| 10Y | +251.6% | +285.2% | -33.6% | +91.4% |
| All | +251.6% | +289.4% | -37.8% | +91.4% |
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