+346.9%
ORCL vs BURL
+215.5%
+131.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.6% |
| 7D | +5.3% | -2.8% | +8.0% | +5.8% |
| 30D | +10.0% | -28.2% | +38.1% | +16.4% |
| 3M | -32.6% | -17.6% | -15.0% | -30.5% |
| 6M | +4.9% | -11.8% | +16.7% | +6.3% |
| YTD | -17.8% | -8.1% | -9.6% | -17.4% |
| 1Y | -28.0% | -12.0% | -16.0% | -27.5% |
| 3Y | +36.0% | +63.3% | -27.3% | +20.6% |
| 5Y | +88.7% | -10.8% | +99.5% | +79.7% |
| All | +346.9% | +215.5% | +131.4% | +264.4% |
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