+10.2%
ORCL vs BTDR
+47.8%
-37.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.3% | -12.5% | -0.9% |
| 7D | -11.2% | -10.4% | -0.8% | -10.1% |
| 30D | -18.8% | -42.2% | +23.3% | -13.5% |
| 3M | -18.8% | -42.8% | +24.0% | -13.9% |
| 6M | -39.7% | -60.2% | +20.4% | -34.3% |
| YTD | -39.6% | -46.3% | +6.7% | -36.8% |
| 1Y | -51.7% | -71.7% | +19.9% | -47.0% |
| 3Y | +10.2% | +54.6% | -44.4% | +6.2% |
| All | +10.2% | +47.8% | -37.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling