+30.6%
ORCL vs BUD
+48.8%
-18.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -11.2% | +4.5% | -15.6% | -11.7% |
| 30D | -18.8% | +12.5% | -31.3% | -20.3% |
| 3M | -18.8% | 0.0% | -18.8% | -18.8% |
| 6M | -39.7% | +3.8% | -43.5% | -40.4% |
| YTD | -39.6% | +33.1% | -72.7% | -43.7% |
| 1Y | -51.7% | +35.5% | -87.2% | -55.3% |
| 3Y | +10.2% | +49.4% | -39.2% | -3.2% |
| All | +30.6% | +48.8% | -18.2% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling