+58.1%
ORCL vs BTDR
-29.7%
+87.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.7% | -0.9% | +7.8% |
| 7D | +3.8% | +7.7% | -3.9% | +2.8% |
| 30D | -6.6% | -24.1% | +17.5% | -4.2% |
| 3M | -11.4% | -19.1% | +7.7% | -9.9% |
| 6M | -33.3% | -46.6% | +13.3% | -30.3% |
| YTD | -33.3% | -37.3% | +4.0% | -31.8% |
| 1Y | -44.9% | -53.2% | +8.3% | -42.7% |
| 3Y | +17.6% | +77.1% | -59.5% | +12.6% |
| 5Y | +46.1% | -29.7% | +75.8% | +40.2% |
| All | +58.1% | -29.7% | +87.8% | +51.5% |
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 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