+45.8%
ORCL vs BTSG
+421.3%
-375.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.7% | +1.6% |
| 7D | +15.0% | +5.7% | +9.3% | +13.4% |
| 30D | +10.5% | +0.2% | +10.3% | +10.3% |
| 3M | -23.0% | +5.6% | -28.6% | -25.2% |
| 6M | +7.0% | +50.8% | -43.8% | -6.8% |
| YTD | -15.8% | +67.0% | -82.9% | -29.0% |
| 1Y | -31.1% | +145.5% | -176.6% | -48.0% |
| All | +45.8% | +421.3% | -375.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling