+82.4%
ORCL vs BRO
+17.6%
+64.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -0.7% | -8.6% | +7.9% | +1.1% |
| 30D | +5.1% | -6.9% | +12.1% | +6.6% |
| 3M | -23.7% | +10.5% | -34.2% | -26.6% |
| 6M | +3.1% | -2.8% | +5.9% | +3.0% |
| YTD | -20.8% | -16.1% | -4.6% | -17.4% |
| 1Y | -52.9% | -27.6% | -25.3% | -48.6% |
| 3Y | +25.4% | -7.3% | +32.7% | +19.9% |
| 5Y | +82.4% | +19.0% | +63.4% | +46.0% |
| All | +82.4% | +17.6% | +64.8% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling