+94.3%
ORCL vs BTG
+72.2%
+22.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.8% |
| 7D | +15.0% | +4.8% | +10.2% | +14.1% |
| 30D | +10.5% | +8.3% | +2.2% | +9.0% |
| 3M | -23.0% | +32.3% | -55.3% | -26.8% |
| 6M | +7.0% | +3.0% | +4.0% | +5.0% |
| YTD | -15.8% | +21.9% | -37.7% | -19.9% |
| 1Y | -31.1% | +28.2% | -59.2% | -35.1% |
| 3Y | +33.3% | +99.9% | -66.6% | +17.0% |
| 5Y | +94.3% | +73.6% | +20.8% | +75.7% |
| All | +94.3% | +72.2% | +22.1% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling