+17.5%
ORCL vs BURL
+95.5%
-78.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.7% | -3.2% |
| 7D | -14.4% | +10.4% | -24.8% | -15.8% |
| 30D | -12.8% | -4.9% | -7.9% | -12.2% |
| 3M | -14.8% | -29.8% | +15.0% | -9.9% |
| 6M | -30.9% | -16.5% | -14.4% | -29.6% |
| YTD | -35.7% | -10.5% | -25.1% | -35.6% |
| 1Y | -49.5% | -5.3% | -44.2% | -50.2% |
| All | +17.5% | +95.5% | -78.1% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling