-51.7%
ORCL vs BN
-9.2%
-42.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | -11.2% | +5.3% | -16.5% | -14.9% |
| 30D | -18.8% | +11.9% | -30.7% | -25.9% |
| 3M | -18.8% | -5.7% | -13.0% | -15.6% |
| 6M | -39.7% | -10.6% | -29.1% | -35.1% |
| YTD | -39.6% | -9.4% | -30.3% | -36.5% |
| 1Y | -51.7% | -8.8% | -43.0% | -49.1% |
| All | -51.7% | -9.2% | -42.5% | -49.1% |
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