-49.5%
ORCL vs BNY
+45.2%
-94.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -3.5% |
| 7D | -14.4% | +2.8% | -17.2% | -16.0% |
| 30D | -12.8% | +6.7% | -19.5% | -16.6% |
| 3M | -14.8% | -2.2% | -12.6% | -13.8% |
| 6M | -30.9% | +16.8% | -47.6% | -38.3% |
| YTD | -35.7% | +33.9% | -69.6% | -48.8% |
| 1Y | -49.5% | +43.9% | -93.4% | -62.5% |
| All | -49.5% | +45.2% | -94.6% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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