-41.6%
ORCL vs BN
-11.7%
-30.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.3% |
| 7D | +8.0% | -1.0% | +9.0% | +8.6% |
| 30D | -4.0% | +14.0% | -17.9% | -14.1% |
| 3M | -19.5% | -9.0% | -10.5% | -14.0% |
| 6M | -33.5% | -8.8% | -24.6% | -29.3% |
| YTD | -34.8% | -10.3% | -24.6% | -31.4% |
| 1Y | -41.6% | -5.8% | -35.8% | -41.7% |
| All | -41.6% | -11.7% | -30.0% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling