+82.4%
ORCL vs BNY
+250.1%
-167.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -0.7% | -1.1% | +0.3% | -0.2% |
| 30D | +5.1% | +1.4% | +3.7% | +4.4% |
| 3M | -23.7% | +16.8% | -40.6% | -29.3% |
| 6M | +3.1% | +42.0% | -38.9% | -12.5% |
| YTD | -20.8% | +41.9% | -62.7% | -32.8% |
| 1Y | -52.9% | +59.2% | -112.1% | -62.1% |
| 3Y | +25.4% | +290.9% | -265.5% | -30.9% |
| 5Y | +82.4% | +259.0% | -176.6% | -1.2% |
| All | +82.4% | +250.1% | -167.7% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling