+31,674.0%
ORCL vs BNY
+8,074.1%
+23,599.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -5.4% | -1.3% | -4.0% | -4.9% |
| 30D | -2.0% | -0.2% | -1.8% | -1.9% |
| 3M | -18.1% | +14.9% | -33.0% | -22.6% |
| 6M | -7.2% | +40.0% | -47.2% | -19.0% |
| YTD | -22.2% | +42.0% | -64.1% | -32.5% |
| 1Y | -50.6% | +56.9% | -107.5% | -58.9% |
| 3Y | +22.9% | +289.9% | -267.0% | -29.1% |
| 5Y | +79.3% | +259.2% | -179.9% | +4.9% |
| 10Y | +335.9% | +413.3% | -77.4% | +110.9% |
| All | +31,674.0% | +8,074.1% | +23,599.8% | +3,429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling