+706.6%
ORCL vs BR
+1,486.0%
-779.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -6.5% | +5.0% | -11.5% | -8.8% |
| 30D | -16.6% | +16.6% | -33.2% | -22.9% |
| 3M | -21.6% | +12.0% | -33.6% | -26.6% |
| 6M | -39.4% | +30.7% | -70.1% | -47.8% |
| YTD | -38.7% | -11.9% | -26.7% | -36.3% |
| 1Y | -50.4% | -11.6% | -38.8% | -48.7% |
| 3Y | +8.1% | +15.0% | -6.9% | -3.5% |
| 5Y | +34.5% | +18.1% | +16.4% | +16.6% |
| 10Y | +246.0% | +278.6% | -32.6% | +61.1% |
| All | +706.6% | +1,486.0% | -779.4% | +75.9% |
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