+244.8%
ORCL vs BURL
+252.7%
-7.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -11.2% | +4.1% | -15.2% | -11.8% |
| 30D | -18.8% | -9.5% | -9.4% | -17.5% |
| 3M | -18.8% | -33.5% | +14.7% | -13.1% |
| 6M | -39.7% | -22.1% | -17.6% | -37.6% |
| YTD | -39.6% | -14.6% | -25.1% | -38.8% |
| 1Y | -51.7% | -8.4% | -43.4% | -51.9% |
| 3Y | +10.2% | +86.6% | -76.3% | -4.6% |
| 5Y | +30.8% | -17.2% | +48.0% | +26.0% |
| All | +244.8% | +252.7% | -7.9% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling