+34.5%
ORCL vs BUD
+51.3%
-16.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -6.5% | +6.0% | -12.5% | -7.1% |
| 30D | -16.6% | +11.3% | -27.8% | -17.9% |
| 3M | -21.6% | +3.6% | -25.2% | -22.0% |
| 6M | -39.4% | +7.7% | -47.1% | -40.3% |
| YTD | -38.7% | +36.4% | -75.0% | -43.0% |
| 1Y | -50.4% | +37.8% | -88.2% | -54.1% |
| 3Y | +8.1% | +51.2% | -43.1% | -4.8% |
| 5Y | +34.5% | +53.4% | -18.9% | +11.9% |
| All | +34.5% | +51.3% | -16.7% | +11.9% |
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