+98.2%
ORCL vs BROS
+41.2%
+57.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | +15.0% | -0.9% | +15.9% | +15.1% |
| 30D | +10.5% | -13.5% | +24.0% | +12.2% |
| 3M | -23.0% | -18.4% | -4.6% | -21.7% |
| 6M | +7.0% | -10.6% | +17.6% | +7.3% |
| YTD | -15.8% | -25.1% | +9.2% | -14.1% |
| 1Y | -31.1% | -28.6% | -2.4% | -29.5% |
| 3Y | +33.3% | +65.6% | -32.3% | +23.0% |
| All | +98.2% | +41.2% | +57.0% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BROS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling