+368.8%
ORCL vs BX
+655.5%
-286.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.9% |
| 7D | +10.9% | -5.7% | +16.6% | +13.3% |
| 30D | +7.0% | -8.9% | +15.9% | +10.8% |
| 3M | -21.2% | +8.4% | -29.6% | -23.8% |
| 6M | +7.4% | +18.9% | -11.5% | 0.0% |
| YTD | -16.3% | -13.6% | -2.6% | -12.3% |
| 1Y | -32.3% | -22.4% | -9.9% | -26.4% |
| 3Y | +32.6% | +26.0% | +6.5% | +20.0% |
| 5Y | +93.1% | +18.8% | +74.3% | +69.4% |
| 10Y | +368.8% | +668.7% | -300.0% | +116.0% |
| All | +368.8% | +655.5% | -286.7% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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