-41.6%
ORCL vs BTG
+17.5%
-59.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +8.0% | -9.1% | +17.0% | +10.3% |
| 30D | -4.0% | -1.6% | -2.4% | -4.0% |
| 3M | -19.5% | -2.8% | -16.7% | -19.1% |
| 6M | -33.5% | -7.6% | -25.9% | -33.8% |
| YTD | -34.8% | +10.2% | -45.1% | -39.3% |
| 1Y | -41.6% | +21.3% | -62.9% | -47.7% |
| All | -41.6% | +17.5% | -59.1% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling