+361.3%
ORCL vs BTG
+166.0%
+195.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +10.9% | +2.4% | +8.5% | +10.7% |
| 30D | +7.0% | +9.5% | -2.5% | +6.2% |
| 3M | -21.2% | +38.5% | -59.7% | -23.5% |
| 6M | +7.4% | +5.6% | +1.7% | +6.1% |
| YTD | -16.3% | +23.9% | -40.2% | -18.3% |
| 1Y | -32.3% | +32.1% | -64.4% | -34.3% |
| 3Y | +32.6% | +103.2% | -70.6% | +25.0% |
| 5Y | +93.1% | +79.7% | +13.4% | +82.3% |
| All | +361.3% | +166.0% | +195.3% | +344.1% |
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