-28.0%
ORCL vs BND
+1.4%
-29.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | +5.3% | -0.1% | +5.4% | +5.7% |
| 30D | +10.0% | -0.4% | +10.3% | +11.1% |
| 3M | -32.6% | -0.6% | -32.0% | -31.3% |
| 6M | +4.9% | -1.4% | +6.4% | +7.4% |
| YTD | -17.8% | -0.2% | -17.5% | -18.6% |
| 1Y | -28.0% | +1.3% | -29.3% | -35.7% |
| All | -28.0% | +1.4% | -29.4% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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