+336.5%
ORCL vs BTG
+158.3%
+178.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -5.1% |
| 7D | -0.7% | -5.5% | +4.7% | -0.2% |
| 30D | +5.1% | +6.1% | -1.0% | +4.6% |
| 3M | -23.7% | +38.6% | -62.4% | -25.9% |
| 6M | +3.1% | +0.7% | +2.4% | +2.3% |
| YTD | -20.8% | +20.3% | -41.1% | -22.5% |
| 1Y | -52.9% | +25.0% | -77.9% | -54.1% |
| 3Y | +25.4% | +97.3% | -71.9% | +18.6% |
| 5Y | +82.4% | +78.3% | +4.1% | +72.6% |
| All | +336.5% | +158.3% | +178.2% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling