+33,471.1%
ORCL vs BTI
+6,053.3%
+27,417.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | +5.3% | -1.4% | +6.6% | +5.5% |
| 30D | +10.0% | -6.6% | +16.6% | +11.3% |
| 3M | -32.6% | -3.0% | -29.6% | -32.6% |
| 6M | +4.9% | -6.7% | +11.6% | +5.3% |
| YTD | -17.8% | +0.6% | -18.3% | -18.8% |
| 1Y | -28.0% | +5.6% | -33.6% | -29.7% |
| 3Y | +36.0% | +110.3% | -74.3% | +14.3% |
| 5Y | +88.7% | +114.3% | -25.5% | +57.1% |
| 10Y | +346.9% | +67.7% | +279.2% | +280.6% |
| All | +33,471.1% | +6,053.3% | +27,417.8% | +15,406.8% |
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