-49.5%
ORCL vs BTI
+24.7%
-74.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -0.1% |
| 7D | -14.4% | +5.3% | -19.7% | -11.8% |
| 30D | -12.8% | +19.1% | -31.9% | -4.1% |
| 3M | -14.8% | +6.5% | -21.3% | -10.7% |
| 6M | -30.9% | +9.4% | -40.3% | -26.6% |
| YTD | -35.7% | +14.4% | -50.1% | -34.0% |
| 1Y | -49.5% | +23.9% | -73.4% | -48.3% |
| All | -49.5% | +24.7% | -74.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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