+251.6%
ORCL vs BP
+132.1%
+119.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | +0.5% | -6.9% | +7.3% | +2.1% |
| 30D | -15.3% | -3.6% | -11.7% | -14.6% |
| 3M | -18.2% | +8.4% | -26.6% | -20.0% |
| 6M | -38.4% | +5.3% | -43.8% | -39.6% |
| YTD | -37.7% | +33.2% | -70.9% | -42.6% |
| 1Y | -49.3% | +28.2% | -77.4% | -52.9% |
| 3Y | +10.6% | +49.2% | -38.6% | -1.9% |
| 5Y | +35.5% | +102.9% | -67.4% | +9.3% |
| 10Y | +251.6% | +127.7% | +123.9% | +195.8% |
| All | +251.6% | +132.1% | +119.5% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling