+567.9%
ORCL vs BUD
+219.3%
+348.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.8% | -8.8% | -7.5% |
| 7D | -17.5% | +7.1% | -24.6% | -19.4% |
| 30D | -20.2% | +12.7% | -32.8% | -23.4% |
| 3M | -19.9% | 0.0% | -20.0% | -20.5% |
| 6M | -37.4% | +7.6% | -45.0% | -39.6% |
| YTD | -40.1% | +35.0% | -75.1% | -46.7% |
| 1Y | -53.4% | +37.6% | -90.9% | -58.9% |
| 3Y | +10.4% | +51.5% | -41.1% | -8.0% |
| 5Y | +29.8% | +50.2% | -20.5% | +6.8% |
| 10Y | +249.2% | -7.2% | +256.4% | +225.5% |
| All | +567.9% | +219.3% | +348.6% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling