+45.3%
ORCL vs BTDR
-35.9%
+81.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | -6.5% | -7.4% | +0.9% | -6.0% |
| 30D | -16.6% | -33.4% | +16.9% | -13.4% |
| 3M | -21.6% | -26.3% | +4.7% | -19.5% |
| 6M | -39.4% | -52.4% | +13.1% | -36.0% |
| YTD | -38.7% | -42.8% | +4.2% | -36.7% |
| 1Y | -50.4% | -63.7% | +13.3% | -47.4% |
| 3Y | +8.1% | +61.5% | -53.4% | +4.4% |
| 5Y | +34.5% | -35.6% | +70.2% | +30.4% |
| All | +45.3% | -35.9% | +81.2% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling