+24,538.0%
ORCL vs BTI
+6,777.2%
+17,760.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.4% |
| 7D | -11.2% | -1.0% | -10.1% | -11.1% |
| 30D | -18.8% | +13.0% | -31.8% | -20.8% |
| 3M | -18.8% | +5.3% | -24.1% | -19.9% |
| 6M | -39.7% | +5.3% | -45.0% | -40.9% |
| YTD | -39.6% | +12.4% | -52.0% | -41.8% |
| 1Y | -51.7% | +18.9% | -70.7% | -54.0% |
| 3Y | +10.2% | +144.0% | -133.8% | -10.2% |
| 5Y | +30.8% | +156.3% | -125.4% | +4.9% |
| 10Y | +252.1% | +115.3% | +136.8% | +185.5% |
| All | +24,538.0% | +6,777.2% | +17,760.8% | +11,010.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling