-41.6%
ORCL vs BTI
+18.0%
-59.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.6% |
| 7D | +8.0% | +1.6% | +6.3% | +9.0% |
| 30D | -4.0% | +9.2% | -13.2% | +1.2% |
| 3M | -19.5% | +9.6% | -29.1% | -14.4% |
| 6M | -33.5% | -2.4% | -31.0% | -31.3% |
| YTD | -34.8% | +14.2% | -49.1% | -32.7% |
| 1Y | -41.6% | +20.3% | -61.9% | -40.7% |
| All | -41.6% | +18.0% | -59.7% | -40.7% |
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