+251.6%
ORCL vs BTI
+114.6%
+137.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.4% |
| 7D | +0.5% | -2.9% | +3.4% | +0.9% |
| 30D | -15.3% | +8.3% | -23.6% | -16.8% |
| 3M | -18.2% | +2.9% | -21.1% | -19.0% |
| 6M | -38.4% | +6.2% | -44.6% | -40.0% |
| YTD | -37.7% | +10.9% | -48.6% | -40.3% |
| 1Y | -49.3% | +16.6% | -65.8% | -52.1% |
| 3Y | +10.6% | +142.2% | -131.6% | -17.3% |
| 5Y | +35.5% | +151.3% | -115.8% | -1.3% |
| 10Y | +251.6% | +113.9% | +137.7% | +150.2% |
| All | +251.6% | +114.6% | +137.0% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling