+693.7%
ORCL vs BR
+1,465.0%
-771.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.7% |
| 7D | -11.2% | +6.5% | -17.6% | -14.1% |
| 30D | -18.8% | +18.9% | -37.7% | -25.8% |
| 3M | -18.8% | +16.3% | -35.1% | -25.4% |
| 6M | -39.7% | +26.2% | -65.9% | -47.2% |
| YTD | -39.6% | -13.1% | -26.5% | -36.9% |
| 1Y | -51.7% | -10.5% | -41.3% | -50.4% |
| 3Y | +10.2% | +13.3% | -3.1% | -0.9% |
| 5Y | +30.8% | +19.9% | +10.9% | +12.5% |
| 10Y | +252.1% | +254.2% | -2.2% | +69.1% |
| All | +693.7% | +1,465.0% | -771.2% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling