+10.6%
ORCL vs BTG
+101.8%
-91.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.2% | -2.0% | +2.1% |
| 7D | +0.5% | +19.1% | -18.6% | -3.3% |
| 30D | -15.3% | +8.2% | -23.5% | -16.8% |
| 3M | -18.2% | +13.3% | -31.6% | -20.5% |
| 6M | -38.4% | +8.1% | -46.5% | -40.2% |
| YTD | -37.7% | +27.5% | -65.2% | -42.2% |
| 1Y | -49.3% | +47.1% | -96.4% | -54.2% |
| 3Y | +10.6% | +105.8% | -95.2% | -6.1% |
| All | +10.6% | +101.8% | -91.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling