+46.1%
ORCL vs BN
+33.2%
+12.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.2% |
| 7D | +3.8% | -2.4% | +6.2% | +5.2% |
| 30D | -6.6% | +13.5% | -20.1% | -13.3% |
| 3M | -11.4% | -5.9% | -5.5% | -8.9% |
| 6M | -33.3% | -8.9% | -24.4% | -30.2% |
| YTD | -33.3% | -7.9% | -25.4% | -30.7% |
| 1Y | -44.9% | -8.3% | -36.6% | -42.7% |
| 3Y | +17.6% | +100.8% | -83.1% | -13.8% |
| 5Y | +46.1% | +38.2% | +7.9% | +26.8% |
| All | +46.1% | +33.2% | +12.9% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling