+94.8%
ORCL vs BTDR
+23.8%
+71.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.9% | +2.7% |
| 7D | +5.3% | +20.0% | -14.7% | +3.6% |
| 30D | +10.0% | +11.9% | -2.0% | +8.4% |
| 3M | -32.6% | -36.9% | +4.3% | -30.7% |
| 6M | +4.9% | +56.5% | -51.6% | 0.0% |
| YTD | -17.8% | +10.4% | -28.2% | -20.0% |
| 1Y | -28.0% | +3.1% | -31.1% | -30.3% |
| 3Y | +36.0% | -2.6% | +38.6% | +26.4% |
| 5Y | +88.7% | +25.2% | +63.5% | +72.6% |
| All | +94.8% | +23.8% | +71.0% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling