+30.6%
ORCL vs BTI
+155.8%
-125.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.7% |
| 7D | -11.2% | -1.0% | -10.1% | -11.2% |
| 30D | -18.8% | +13.0% | -31.8% | -18.7% |
| 3M | -18.8% | +5.3% | -24.1% | -18.6% |
| 6M | -39.7% | +5.3% | -45.0% | -39.8% |
| YTD | -39.6% | +12.4% | -52.0% | -40.5% |
| 1Y | -51.7% | +18.9% | -70.7% | -52.9% |
| 3Y | +10.2% | +144.0% | -133.8% | -9.5% |
| All | +30.6% | +155.8% | -125.2% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling