-41.6%
ORCL vs BUD
+33.8%
-75.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -0.8% |
| 7D | +8.0% | +1.0% | +7.0% | +8.6% |
| 30D | -4.0% | +6.7% | -10.7% | -0.5% |
| 3M | -19.5% | +5.7% | -25.2% | -16.6% |
| 6M | -33.5% | +5.8% | -39.3% | -30.9% |
| YTD | -34.8% | +34.4% | -69.2% | -19.6% |
| 1Y | -41.6% | +33.3% | -74.9% | -28.3% |
| All | -41.6% | +33.8% | -75.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling