-50.4%
ORCL vs BR
-10.5%
-39.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -6.5% | +5.0% | -11.5% | -6.9% |
| 30D | -16.6% | +16.6% | -33.2% | -18.1% |
| 3M | -21.6% | +12.0% | -33.6% | -22.6% |
| 6M | -39.4% | +30.7% | -70.1% | -41.6% |
| YTD | -38.7% | -11.9% | -26.7% | -43.3% |
| 1Y | -50.4% | -11.6% | -38.8% | -54.1% |
| All | -50.4% | -10.5% | -39.8% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling