-52.9%
ORCL vs BTI
+2.8%
-55.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -4.9% |
| 7D | -0.7% | -2.0% | +1.3% | -1.6% |
| 30D | +5.1% | -3.4% | +8.6% | +3.5% |
| 3M | -23.7% | -9.0% | -14.8% | -26.4% |
| 6M | +3.1% | -5.0% | +8.1% | +1.4% |
| YTD | -20.8% | -0.3% | -20.4% | -23.0% |
| 1Y | -52.9% | +3.1% | -56.0% | -55.2% |
| All | -52.9% | +2.8% | -55.7% | -55.2% |
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 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