+94.3%
ORCL vs BTDR
+28.1%
+66.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +2.1% |
| 7D | +15.0% | +22.4% | -7.4% | +12.9% |
| 30D | +10.5% | +16.5% | -5.9% | +8.6% |
| 3M | -23.0% | -31.5% | +8.5% | -21.4% |
| 6M | +7.0% | +74.0% | -67.0% | +1.2% |
| YTD | -15.8% | +13.0% | -28.8% | -18.3% |
| 1Y | -31.1% | -0.2% | -30.8% | -33.2% |
| 3Y | +33.3% | +9.9% | +23.4% | +23.5% |
| 5Y | +94.3% | +28.1% | +66.2% | +75.2% |
| All | +94.3% | +28.1% | +66.2% | +75.2% |
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 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