+4.5%
ORCL vs BTSG
+459.6%
-455.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.1% | +0.3% |
| 7D | -11.2% | +0.4% | -11.5% | -11.1% |
| 30D | -18.8% | +5.3% | -24.1% | -20.0% |
| 3M | -18.8% | +10.8% | -29.6% | -21.2% |
| 6M | -39.7% | +27.3% | -67.1% | -44.7% |
| YTD | -39.6% | +79.3% | -118.9% | -50.1% |
| 1Y | -51.7% | +106.0% | -157.7% | -61.8% |
| All | +4.5% | +459.6% | -455.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling