+799.6%
ORCL vs BTG
+392.0%
+407.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.1% |
| 7D | +5.3% | -0.9% | +6.1% | +5.3% |
| 30D | +10.0% | +36.8% | -26.9% | +8.2% |
| 3M | -32.6% | +23.1% | -55.7% | -33.3% |
| 6M | +4.9% | +3.5% | +1.5% | +4.4% |
| YTD | -17.8% | +25.5% | -43.2% | -19.0% |
| 1Y | -28.0% | +40.1% | -68.1% | -29.4% |
| 3Y | +36.0% | +101.1% | -65.1% | +31.1% |
| 5Y | +88.7% | +70.6% | +18.1% | +82.1% |
| 10Y | +346.9% | +152.1% | +194.8% | +322.1% |
| All | +799.6% | +392.0% | +407.6% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling