-31.5%
ORCL vs BTG
-4.7%
-26.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.3% | +0.4% |
| 7D | +10.4% | -5.9% | +16.3% | +12.4% |
| 30D | -11.2% | -5.0% | -6.3% | -10.0% |
| 3M | -16.8% | -4.5% | -12.3% | -16.0% |
| 6M | -31.5% | -7.0% | -24.5% | -13.6% |
| All | -31.5% | -4.7% | -26.8% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling