+270.3%
ORCL vs BX
+659.0%
-388.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +8.0% | +0.6% | +7.4% | +7.7% |
| 30D | -4.0% | +14.2% | -18.2% | -9.3% |
| 3M | -19.5% | -18.7% | -0.7% | -13.2% |
| 6M | -33.5% | +2.5% | -35.9% | -34.7% |
| YTD | -34.8% | -18.8% | -16.0% | -30.4% |
| 1Y | -41.6% | -10.3% | -31.3% | -39.9% |
| 3Y | +13.8% | +35.4% | -21.6% | +0.5% |
| 5Y | +43.4% | +0.3% | +43.1% | +34.2% |
| All | +270.3% | +659.0% | -388.7% | +69.9% |
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