+45.4%
ORCL vs BP
+112.5%
-67.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +10.4% | +2.5% | +7.9% | +9.9% |
| 30D | -11.2% | -5.6% | -5.7% | -10.3% |
| 3M | -16.8% | +8.0% | -24.8% | -18.1% |
| 6M | -31.5% | +5.7% | -37.1% | -32.5% |
| YTD | -33.9% | +36.8% | -70.7% | -39.1% |
| 1Y | -43.3% | +30.7% | -74.0% | -47.1% |
| 3Y | +16.5% | +51.6% | -35.1% | +3.7% |
| 5Y | +45.4% | +112.2% | -66.8% | +16.1% |
| All | +45.4% | +112.5% | -67.1% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling