+244.8%
ORCL vs BP
+131.5%
+113.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | -11.6% | +0.5% | -8.7% |
| 30D | -18.8% | 0.0% | -18.9% | -18.9% |
| 3M | -18.8% | +6.7% | -25.5% | -20.3% |
| 6M | -39.7% | +2.2% | -41.9% | -40.5% |
| YTD | -39.6% | +33.0% | -72.6% | -44.4% |
| 1Y | -51.7% | +30.7% | -82.5% | -55.4% |
| 3Y | +10.2% | +44.2% | -34.0% | -1.5% |
| 5Y | +30.8% | +105.1% | -74.3% | +5.2% |
| All | +244.8% | +131.5% | +113.2% | +190.7% |
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