+328.9%
ORCL vs BRO
+294.2%
+34.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -5.4% | -7.3% | +2.0% | -2.7% |
| 30D | -2.0% | -6.9% | +4.9% | +0.5% |
| 3M | -18.1% | +10.7% | -28.8% | -22.8% |
| 6M | -7.2% | -2.7% | -4.5% | -7.9% |
| YTD | -22.2% | -16.3% | -5.8% | -17.9% |
| 1Y | -50.6% | -29.1% | -21.5% | -44.3% |
| 3Y | +22.9% | -7.8% | +30.7% | +17.6% |
| 5Y | +79.3% | +18.7% | +60.5% | +44.7% |
| All | +328.9% | +294.2% | +34.7% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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