+42.7%
ORCL vs BNY
+191.3%
-148.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +8.0% | +3.9% | +4.1% | +6.1% |
| 30D | -4.0% | +11.9% | -15.9% | -8.9% |
| 3M | -19.5% | -5.0% | -14.4% | -17.5% |
| 6M | -33.5% | +14.6% | -48.1% | -37.6% |
| YTD | -34.8% | +34.5% | -69.3% | -43.3% |
| 1Y | -41.6% | +40.6% | -82.2% | -50.2% |
| 3Y | +13.8% | +261.7% | -248.0% | -34.9% |
| All | +42.7% | +191.3% | -148.6% | -13.5% |
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 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