+98.3%
ORCL vs BTDR
+23.3%
+75.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.3% |
| 7D | +10.9% | +14.8% | -3.9% | +9.5% |
| 30D | +7.0% | +41.8% | -34.8% | +3.6% |
| 3M | -21.2% | -29.2% | +8.0% | -19.8% |
| 6M | +7.4% | +66.2% | -58.8% | +2.0% |
| YTD | -16.3% | +10.0% | -26.3% | -18.5% |
| 1Y | -32.3% | -11.0% | -21.3% | -33.9% |
| 3Y | +32.6% | +6.9% | +25.6% | +23.1% |
| 5Y | +93.1% | +24.7% | +68.4% | +76.6% |
| All | +98.3% | +23.3% | +75.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BTDR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling