+30.6%
ORCL vs BN
+29.3%
+1.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | -11.2% | +5.3% | -16.5% | -14.1% |
| 30D | -18.8% | +11.9% | -30.7% | -24.1% |
| 3M | -18.8% | -5.7% | -13.0% | -16.5% |
| 6M | -39.7% | -10.6% | -29.1% | -36.3% |
| YTD | -39.6% | -9.4% | -30.3% | -36.8% |
| 1Y | -51.7% | -8.8% | -43.0% | -49.6% |
| 3Y | +10.2% | +95.6% | -85.4% | -18.1% |
| All | +30.6% | +29.3% | +1.2% | +15.4% |
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 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