+30.6%
ORCL vs BTDR
-39.7%
+70.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.3% | -12.5% | -0.5% |
| 7D | -11.2% | -10.4% | -0.8% | -10.3% |
| 30D | -18.8% | -42.2% | +23.3% | -14.6% |
| 3M | -18.8% | -42.8% | +24.0% | -14.9% |
| 6M | -39.7% | -60.2% | +20.4% | -35.4% |
| YTD | -39.6% | -46.3% | +6.7% | -37.3% |
| 1Y | -51.7% | -71.7% | +19.9% | -48.0% |
| 3Y | +10.2% | +54.6% | -44.4% | +7.1% |
| All | +30.6% | -39.7% | +70.3% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling