-52.9%
ORCL vs BTG
+27.2%
-80.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.1% | -4.7% |
| 7D | -0.7% | -5.8% | +5.1% | +0.6% |
| 30D | +5.1% | +5.7% | -0.6% | +3.8% |
| 3M | -23.7% | +38.1% | -61.9% | -29.2% |
| 6M | +3.1% | +0.3% | +2.8% | +0.6% |
| YTD | -20.8% | +19.9% | -40.7% | -26.5% |
| 1Y | -52.9% | +24.6% | -77.5% | -58.8% |
| All | -52.9% | +27.2% | -80.1% | -58.8% |
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 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