-43.3%
ORCL vs BN
-9.6%
-33.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | -11.2% | +13.6% | -24.8% | -20.0% |
| 3M | -16.8% | -6.7% | -10.1% | -12.7% |
| 6M | -31.5% | -9.0% | -22.5% | -27.1% |
| YTD | -33.9% | -8.8% | -25.1% | -30.7% |
| 1Y | -43.3% | -10.6% | -32.6% | -39.9% |
| All | -43.3% | -9.6% | -33.7% | -39.9% |
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