+9.3%
ORCL vs BURL
+89.8%
-80.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -6.4% |
| 7D | -17.5% | +3.5% | -21.0% | -17.9% |
| 30D | -20.2% | -9.3% | -10.9% | -18.9% |
| 3M | -19.9% | -32.1% | +12.2% | -14.9% |
| 6M | -37.4% | -19.8% | -17.6% | -35.8% |
| YTD | -40.1% | -13.2% | -26.9% | -39.7% |
| 1Y | -53.4% | -7.8% | -45.5% | -53.8% |
| All | +9.3% | +89.8% | -80.4% | +7.4% |
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 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