+42.7%
ORCL vs BTI
+153.9%
-111.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.3% |
| 7D | +8.0% | +1.6% | +6.3% | +8.0% |
| 30D | -4.0% | +9.2% | -13.2% | -3.8% |
| 3M | -19.5% | +9.6% | -29.1% | -19.3% |
| 6M | -33.5% | -2.4% | -31.0% | -32.8% |
| YTD | -34.8% | +14.2% | -49.1% | -35.8% |
| 1Y | -41.6% | +20.3% | -61.9% | -43.0% |
| 3Y | +13.8% | +147.4% | -133.6% | -6.5% |
| All | +42.7% | +153.9% | -111.3% | -6.9% |
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