+10.6%
ORCL vs BX
+36.8%
-26.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +1.3% |
| 7D | +0.5% | +3.3% | -2.8% | -1.2% |
| 30D | -15.3% | +9.6% | -24.9% | -19.6% |
| 3M | -18.2% | -8.7% | -9.5% | -14.9% |
| 6M | -38.4% | +2.2% | -40.6% | -39.8% |
| YTD | -37.7% | -16.2% | -21.5% | -33.1% |
| 1Y | -49.3% | -11.5% | -37.8% | -46.9% |
| 3Y | +10.6% | +41.0% | -30.4% | +1.1% |
| All | +10.6% | +36.8% | -26.2% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling