+277.8%
ORCL vs BTG
+160.5%
+117.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.3% | +9.0% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | -6.6% | -1.1% | -5.4% | -6.6% |
| 3M | -11.4% | +2.5% | -14.0% | -11.7% |
| 6M | -33.3% | -3.1% | -30.2% | -33.5% |
| YTD | -33.3% | +16.3% | -49.5% | -34.6% |
| 1Y | -44.9% | +27.6% | -72.5% | -46.4% |
| 3Y | +17.6% | +89.5% | -71.9% | +11.3% |
| 5Y | +46.1% | +33.6% | +12.5% | +38.7% |
| 10Y | +277.8% | +178.2% | +99.6% | +272.8% |
| All | +277.8% | +160.5% | +117.2% | +272.8% |
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