+270.3%
ORCL vs BTG
+164.8%
+105.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +8.0% | -9.1% | +17.0% | +8.9% |
| 30D | -4.0% | -1.6% | -2.4% | -4.0% |
| 3M | -19.5% | -2.8% | -16.7% | -19.3% |
| 6M | -33.5% | -7.6% | -25.9% | -33.4% |
| YTD | -34.8% | +10.2% | -45.1% | -35.9% |
| 1Y | -41.6% | +21.3% | -62.9% | -42.9% |
| 3Y | +13.8% | +82.7% | -68.9% | +8.1% |
| 5Y | +43.4% | +30.8% | +12.6% | +36.8% |
| All | +270.3% | +164.8% | +105.4% | +267.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling