+981.5%
ORCL vs BR
+1,321.0%
-339.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.4% | +4.7% |
| 7D | +5.3% | -5.3% | +10.5% | +8.0% |
| 30D | +10.0% | +6.4% | +3.5% | +6.5% |
| 3M | -32.6% | +13.6% | -46.2% | -37.3% |
| 6M | +4.9% | -6.7% | +11.6% | +7.4% |
| YTD | -17.8% | -21.1% | +3.3% | -9.0% |
| 1Y | -28.0% | -29.6% | +1.6% | -16.3% |
| 3Y | +36.0% | -2.4% | +38.4% | +32.8% |
| 5Y | +88.7% | +11.2% | +77.5% | +69.4% |
| 10Y | +346.9% | +191.8% | +155.1% | +138.2% |
| All | +981.5% | +1,321.0% | -339.4% | +151.1% |
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 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