+368.8%
ORCL vs BR
+185.2%
+183.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +10.9% | -5.0% | +15.9% | +13.5% |
| 30D | +7.0% | -2.5% | +9.5% | +8.0% |
| 3M | -21.2% | +13.5% | -34.7% | -26.6% |
| 6M | +7.4% | -9.4% | +16.8% | +11.6% |
| YTD | -16.3% | -23.3% | +7.0% | -6.1% |
| 1Y | -32.3% | -31.6% | -0.7% | -20.1% |
| 3Y | +32.6% | -5.1% | +37.6% | +30.6% |
| 5Y | +93.1% | +8.2% | +84.9% | +74.0% |
| 10Y | +368.8% | +189.8% | +178.9% | +155.3% |
| All | +368.8% | +185.2% | +183.6% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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